+426.7%
VRTX vs SHAK
+87.2%
+339.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.2% |
| 7D | -5.6% | -8.3% | +2.7% | -4.6% |
| 30D | -2.0% | -12.6% | +10.7% | -0.4% |
| 3M | +15.8% | +9.1% | +6.7% | +14.1% |
| 6M | +4.7% | -31.2% | +35.9% | +8.2% |
| YTD | +13.7% | -21.6% | +35.3% | +15.1% |
| 1Y | +29.7% | -38.8% | +68.5% | +35.3% |
| 3Y | +48.4% | +0.6% | +47.8% | +40.0% |
| 5Y | +173.3% | -22.5% | +195.9% | +157.5% |
| All | +426.7% | +87.2% | +339.5% | +256.6% |
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