-61.1%
VTRS vs SHAK
+35.4%
-96.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.3% |
| 7D | -2.2% | -8.3% | +6.1% | -0.9% |
| 30D | +3.3% | -12.6% | +16.0% | +5.4% |
| 3M | +2.0% | +9.1% | -7.1% | +0.2% |
| 6M | +19.9% | -31.2% | +51.2% | +24.4% |
| YTD | +35.7% | -21.6% | +57.3% | +37.2% |
| 1Y | +68.1% | -38.8% | +106.9% | +76.6% |
| 3Y | +87.1% | +0.6% | +86.5% | +75.0% |
| 5Y | +47.6% | -22.5% | +70.2% | +38.2% |
| 10Y | -48.2% | +85.3% | -133.5% | -61.3% |
| All | -61.1% | +35.4% | -96.5% | -71.0% |
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 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