+188.0%
VRSK vs SHAK
+35.4%
+152.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.2% |
| 7D | -5.2% | -8.3% | +3.1% | -4.3% |
| 30D | -2.3% | -12.6% | +10.3% | -0.9% |
| 3M | -2.9% | +9.1% | -12.0% | -4.1% |
| 6M | -12.8% | -31.2% | +18.4% | -10.4% |
| YTD | -20.8% | -21.6% | +0.8% | -20.1% |
| 1Y | -33.2% | -38.8% | +5.6% | -30.8% |
| 3Y | -26.6% | +0.6% | -27.2% | -31.2% |
| 5Y | -11.3% | -22.5% | +11.2% | -16.9% |
| 10Y | +126.1% | +85.3% | +40.8% | +78.0% |
| All | +188.0% | +35.4% | +152.6% | +134.9% |
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