+111.6%
VWO vs CASY
+464.4%
-352.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -1.7% | -17.2% | +15.5% | +1.6% |
| 30D | -0.3% | -24.4% | +24.1% | +4.8% |
| 3M | +4.0% | -31.4% | +35.4% | +11.1% |
| 6M | +8.1% | -8.9% | +17.0% | +8.2% |
| YTD | +11.6% | +13.8% | -2.2% | +6.4% |
| 1Y | +16.2% | +17.0% | -0.7% | +9.9% |
| 3Y | +63.3% | +163.1% | -99.9% | +25.7% |
| 5Y | +33.4% | +239.0% | -205.6% | -5.4% |
| All | +111.6% | +464.4% | -352.9% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling