-30.6%
VRSK vs SHAK
-34.0%
+3.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.5% |
| 7D | -3.1% | -0.7% | -2.4% | -3.1% |
| 30D | -1.6% | -6.6% | +5.1% | -1.5% |
| 3M | +3.5% | +30.1% | -26.6% | +3.2% |
| 6M | -13.4% | -28.7% | +15.4% | -14.6% |
| YTD | -16.5% | -14.5% | -2.0% | -18.1% |
| 1Y | -30.6% | -31.9% | +1.3% | -31.4% |
| All | -30.6% | -34.0% | +3.4% | -31.4% |
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 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