+204.0%
VYM vs CASY
+453.5%
-249.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.2% |
| 7D | -0.8% | -18.6% | +17.8% | +4.2% |
| 30D | -2.2% | -26.6% | +24.4% | +5.3% |
| 3M | +3.1% | -32.8% | +35.8% | +13.4% |
| 6M | +9.7% | -10.0% | +19.7% | +10.2% |
| YTD | +14.9% | +11.6% | +3.3% | +8.1% |
| 1Y | +17.6% | +11.5% | +6.1% | +10.4% |
| 3Y | +65.3% | +160.7% | -95.4% | +15.6% |
| 5Y | +78.7% | +232.4% | -153.7% | +13.0% |
| All | +204.0% | +453.5% | -249.5% | +65.3% |
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