+188.2%
VRTX vs SHAK
-12.1%
+200.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.0% |
| 7D | -1.6% | +4.3% | -5.9% | -1.9% |
| 30D | +8.0% | +9.0% | -1.0% | +7.2% |
| 3M | +4.3% | +1.8% | +2.5% | +3.9% |
| 6M | +18.9% | +17.3% | +1.6% | +16.7% |
| YTD | +18.8% | -7.6% | +26.4% | +18.0% |
| 1Y | +24.0% | -16.9% | +40.9% | +24.3% |
| 3Y | +42.1% | +35.1% | +7.1% | +32.4% |
| All | +188.2% | -12.1% | +200.3% | +159.2% |
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 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