+291.1%
VRSN vs SHAK
+87.2%
+203.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | +0.9% |
| 7D | +0.2% | -8.3% | +8.5% | +1.4% |
| 30D | +3.8% | -12.6% | +16.4% | +5.6% |
| 3M | +5.0% | +9.1% | -4.1% | +3.3% |
| 6M | +24.9% | -31.2% | +56.1% | +29.2% |
| YTD | +21.6% | -21.6% | +43.2% | +22.9% |
| 1Y | +2.4% | -38.8% | +41.2% | +7.2% |
| 3Y | +47.3% | +0.6% | +46.7% | +36.0% |
| 5Y | +34.7% | -22.5% | +57.3% | +24.6% |
| All | +291.1% | +87.2% | +203.8% | +199.5% |
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