+225.9%
VIK vs CASY
+99.3%
+126.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -14.2% | +10.8% | +0.1% |
| 7D | -0.8% | -16.5% | +15.7% | +3.4% |
| 30D | -18.0% | -26.4% | +8.3% | -11.9% |
| 3M | -5.8% | -17.3% | +11.5% | -3.1% |
| 6M | +17.2% | -5.2% | +22.4% | +14.1% |
| YTD | +19.1% | +14.1% | +5.0% | +8.1% |
| 1Y | +33.6% | +16.6% | +17.0% | +20.0% |
| All | +225.9% | +99.3% | +126.6% | +154.6% |
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