-100.0%
VIVK vs SHAK
+87.2%
-187.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.2% | -10.5% | -7.6% |
| 7D | -4.4% | -8.3% | +3.9% | -3.9% |
| 30D | -40.8% | -12.6% | -28.2% | -40.3% |
| 3M | -94.1% | +9.1% | -103.3% | -94.2% |
| 6M | -98.2% | -31.2% | -66.9% | -98.2% |
| YTD | -98.0% | -21.6% | -76.4% | -98.0% |
| 1Y | -100.0% | -38.8% | -61.2% | -100.0% |
| 3Y | -100.0% | +0.6% | -100.6% | -100.0% |
| 5Y | -100.0% | -22.5% | -77.5% | -100.0% |
| All | -100.0% | +87.2% | -187.2% | -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 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