+38.3%
VSAT vs SHAK
+43.4%
-5.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.1% | +4.1% |
| 7D | +17.3% | -0.3% | +17.6% | +17.4% |
| 30D | -3.3% | -5.2% | +2.0% | -1.8% |
| 3M | +18.7% | +27.3% | -8.5% | +9.3% |
| 6M | +77.6% | -27.9% | +105.4% | +88.6% |
| YTD | +125.6% | -17.0% | +142.6% | +128.4% |
| 1Y | +158.3% | -30.9% | +189.2% | +176.4% |
| 3Y | +226.1% | +3.4% | +222.8% | +195.2% |
| 5Y | +54.7% | -20.5% | +75.1% | +44.1% |
| 10Y | +3.5% | +88.3% | -84.7% | -26.2% |
| All | +38.3% | +43.4% | -5.1% | -1.8% |
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