+34.8%
VRSN vs SHAK
-22.8%
+57.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | +0.9% |
| 7D | +0.2% | -8.3% | +8.5% | +1.2% |
| 30D | +3.8% | -12.6% | +16.4% | +5.4% |
| 3M | +5.0% | +9.1% | -4.1% | +3.5% |
| 6M | +24.9% | -31.2% | +56.1% | +28.9% |
| YTD | +21.6% | -21.6% | +43.2% | +22.6% |
| 1Y | +2.4% | -38.8% | +41.2% | +7.0% |
| 3Y | +47.3% | +0.6% | +46.7% | +32.7% |
| All | +34.8% | -22.8% | +57.6% | +21.7% |
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