+329.3%
VWO vs CASY
+4,702.0%
-4,372.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +2.4% | -11.3% | +13.7% | +6.2% |
| 3M | +2.0% | -0.6% | +2.6% | +0.5% |
| 6M | +10.7% | +10.7% | 0.0% | +4.9% |
| YTD | +14.4% | +37.1% | -22.7% | +0.7% |
| 1Y | +22.7% | +52.3% | -29.6% | +3.8% |
| 3Y | +64.2% | +215.2% | -151.0% | +4.3% |
| 5Y | +35.8% | +276.5% | -240.7% | -21.1% |
| 10Y | +114.7% | +508.4% | -393.7% | -2.5% |
| All | +329.3% | +4,702.0% | -4,372.7% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling