+52.7%
VSAT vs SHAK
-27.4%
+80.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.2% |
| 7D | +3.4% | -11.0% | +14.4% | +7.4% |
| 30D | -12.2% | -14.0% | +1.8% | -7.8% |
| 3M | +20.6% | +13.3% | +7.4% | +14.0% |
| 6M | +60.2% | -35.3% | +95.5% | +78.2% |
| YTD | +115.3% | -24.0% | +139.3% | +123.9% |
| 1Y | +154.6% | -36.7% | +191.3% | +183.3% |
| 3Y | +211.2% | -5.4% | +216.5% | +176.8% |
| 5Y | +52.7% | -24.9% | +77.6% | +44.0% |
| All | +52.7% | -27.4% | +80.1% | +44.0% |
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