+78.5%
VYM vs CASY
+231.3%
-152.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.2% | +13.7% | +1.8% |
| 7D | -1.0% | -16.5% | +15.6% | +1.7% |
| 30D | -2.0% | -26.4% | +24.4% | +2.7% |
| 3M | +3.1% | -17.3% | +20.4% | +5.2% |
| 6M | +8.9% | -5.2% | +14.1% | +7.7% |
| YTD | +14.7% | +14.1% | +0.7% | +9.0% |
| 1Y | +19.4% | +16.6% | +2.8% | +12.6% |
| 3Y | +65.4% | +163.7% | -98.3% | +25.5% |
| All | +78.5% | +231.3% | -152.8% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling