+389.0%
VRTX vs SHAK
+59.5%
+329.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.1% |
| 7D | -1.6% | +4.3% | -5.9% | -2.1% |
| 30D | +8.0% | +9.0% | -1.0% | +6.8% |
| 3M | +4.3% | +1.8% | +2.5% | +3.7% |
| 6M | +18.9% | +17.3% | +1.6% | +15.7% |
| YTD | +18.8% | -7.6% | +26.4% | +17.7% |
| 1Y | +24.0% | -16.9% | +40.9% | +24.3% |
| 3Y | +42.1% | +35.1% | +7.1% | +29.4% |
| 5Y | +187.6% | -11.3% | +198.8% | +168.1% |
| 10Y | +485.4% | +98.8% | +386.6% | +335.8% |
| All | +389.0% | +59.5% | +329.5% | +271.4% |
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