+75.3%
VIAV vs SHAK
-21.2%
+96.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.8% | -6.1% | -2.2% |
| 7D | -14.7% | +8.3% | -23.1% | -14.8% |
| 30D | -37.4% | +16.7% | -54.1% | -37.6% |
| 3M | -27.1% | +10.0% | -37.1% | -27.2% |
| 6M | -44.0% | -23.8% | -20.2% | -40.0% |
| YTD | +64.9% | -10.3% | +75.2% | +73.4% |
| 1Y | +75.3% | -22.9% | +98.2% | +98.7% |
| All | +75.3% | -21.2% | +96.5% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling