+48.2%
VRTX vs SHAK
-5.6%
+53.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -7.8% | -11.0% | +3.2% | -7.0% |
| 30D | -2.8% | -14.0% | +11.2% | -1.8% |
| 3M | +18.1% | +13.3% | +4.8% | +16.8% |
| 6M | +3.1% | -35.3% | +38.4% | +5.7% |
| YTD | +13.5% | -24.0% | +37.5% | +14.6% |
| 1Y | +32.4% | -36.7% | +69.1% | +35.5% |
| All | +48.2% | -5.6% | +53.8% | +46.7% |
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 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