+441.1%
VIAV vs SHAK
+31.3%
+409.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.5% | -4.2% |
| 7D | +11.2% | -11.0% | +22.2% | +13.5% |
| 30D | -2.6% | -14.0% | +11.4% | +0.1% |
| 3M | -20.1% | +13.3% | -33.4% | -22.8% |
| 6M | +25.8% | -35.3% | +61.2% | +33.8% |
| YTD | +109.9% | -24.0% | +133.9% | +115.3% |
| 1Y | +214.3% | -36.7% | +251.0% | +233.3% |
| 3Y | +281.6% | -5.4% | +287.0% | +255.3% |
| 5Y | +132.6% | -24.9% | +157.5% | +116.7% |
| 10Y | +396.7% | +79.6% | +317.1% | +265.3% |
| All | +441.1% | +31.3% | +409.9% | +302.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling