-100.0%
VIVK vs SHAK
-21.2%
-78.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +3.8% | -31.3% | -27.8% |
| 7D | -68.7% | +8.3% | -77.0% | -69.1% |
| 30D | -90.0% | +16.7% | -106.7% | -90.3% |
| 3M | -98.1% | +10.0% | -108.0% | -98.1% |
| 6M | -99.9% | -23.8% | -76.1% | -99.9% |
| YTD | -99.9% | -10.3% | -89.6% | -99.9% |
| 1Y | -100.0% | -22.9% | -77.1% | -100.0% |
| All | -100.0% | -21.2% | -78.8% | -100.0% |
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