+404.6%
VIAV vs SHAK
+87.2%
+317.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +3.0% |
| 7D | +11.2% | -8.3% | +19.4% | +13.0% |
| 30D | -10.1% | -12.6% | +2.5% | -7.7% |
| 3M | -22.9% | +9.1% | -32.0% | -25.2% |
| 6M | +28.8% | -31.2% | +60.0% | +36.2% |
| YTD | +117.5% | -21.6% | +139.0% | +122.2% |
| 1Y | +216.1% | -38.8% | +254.8% | +240.4% |
| 3Y | +292.2% | +0.6% | +291.6% | +253.7% |
| 5Y | +141.0% | -22.5% | +163.5% | +119.0% |
| All | +404.6% | +87.2% | +317.4% | +216.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling