-11.1%
VRSK vs SHAK
-22.8%
+11.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.1% |
| 7D | -5.2% | -8.3% | +3.1% | -4.5% |
| 30D | -2.3% | -12.6% | +10.3% | -1.3% |
| 3M | -2.9% | +9.1% | -12.0% | -3.9% |
| 6M | -12.8% | -31.2% | +18.4% | -11.0% |
| YTD | -20.8% | -21.6% | +0.8% | -20.4% |
| 1Y | -33.2% | -38.8% | +5.6% | -31.3% |
| 3Y | -26.6% | +0.6% | -27.2% | -32.3% |
| All | -11.1% | -22.8% | +11.7% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling