+45.4%
VRSN vs SHAK
-5.6%
+51.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.7% | +0.8% |
| 7D | -1.5% | -11.0% | +9.4% | -1.0% |
| 30D | +0.7% | -14.0% | +14.7% | +1.4% |
| 3M | +0.6% | +13.3% | -12.7% | -0.2% |
| 6M | +21.7% | -35.3% | +57.1% | +23.8% |
| YTD | +20.0% | -24.0% | +44.0% | +20.3% |
| 1Y | +3.2% | -36.7% | +39.9% | +4.7% |
| All | +45.4% | -5.6% | +51.0% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling