+380.2%
VRTX vs SHAK
+43.4%
+336.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.8% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | +6.6% | -5.2% | +11.9% | +7.3% |
| 3M | +19.4% | +27.3% | -7.9% | +15.5% |
| 6M | +15.8% | -27.9% | +43.7% | +18.9% |
| YTD | +16.7% | -17.0% | +33.6% | +17.4% |
| 1Y | +33.8% | -30.9% | +64.7% | +37.4% |
| 3Y | +54.2% | +3.4% | +50.8% | +45.5% |
| 5Y | +176.4% | -20.5% | +196.9% | +160.7% |
| 10Y | +443.5% | +88.3% | +355.3% | +307.8% |
| All | +380.2% | +43.4% | +336.8% | +270.4% |
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