+427.4%
VRSN vs SHAK
+43.4%
+384.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -3.0% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | -3.9% | -5.2% | +1.3% | -3.3% |
| 3M | -0.1% | +27.3% | -27.4% | -3.5% |
| 6M | +16.4% | -27.9% | +44.3% | +19.4% |
| YTD | +17.2% | -17.0% | +34.2% | +17.7% |
| 1Y | +1.0% | -30.9% | +31.9% | +3.7% |
| 3Y | +39.1% | +3.4% | +35.7% | +29.8% |
| 5Y | +29.0% | -20.5% | +49.5% | +20.6% |
| 10Y | +275.8% | +88.3% | +187.6% | +197.7% |
| All | +427.4% | +43.4% | +384.0% | +316.1% |
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