+72.0%
VYM vs CASY
+266.7%
-194.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +3.7% | +3.6% | +0.1% | +3.1% |
| 30D | +3.7% | +9.1% | -5.4% | +2.3% |
| 3M | -0.7% | -16.5% | +15.8% | +1.9% |
| 6M | +7.2% | -19.7% | +26.9% | +10.6% |
| YTD | +16.9% | +29.3% | -12.3% | +8.9% |
| 1Y | +19.6% | +33.1% | -13.5% | +10.5% |
| 3Y | +74.6% | +158.5% | -83.9% | +35.7% |
| All | +72.0% | +266.7% | -194.6% | +17.9% |
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 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