+493.4%
VYM vs CASY
+3,473.4%
-2,980.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -0.5% | -11.3% | +10.8% | +2.8% |
| 3M | +3.0% | -0.6% | +3.7% | +1.8% |
| 6M | +8.2% | +10.7% | -2.5% | +3.2% |
| YTD | +15.8% | +37.1% | -21.3% | +3.4% |
| 1Y | +20.8% | +52.3% | -31.5% | +4.0% |
| 3Y | +65.3% | +215.2% | -149.9% | +10.5% |
| 5Y | +76.6% | +276.5% | -199.9% | +10.0% |
| 10Y | +203.9% | +508.4% | -304.5% | +57.1% |
| All | +493.4% | +3,473.4% | -2,980.0% | +51.8% |
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