+71.6%
VZ vs SHAK
+105.4%
-33.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +0.7% |
| 7D | +0.9% | +3.0% | -2.1% | +0.8% |
| 30D | +8.9% | +8.2% | +0.7% | +8.5% |
| 3M | +0.1% | +4.6% | -4.4% | -0.2% |
| 6M | +1.9% | +16.3% | -14.4% | +0.9% |
| YTD | +22.0% | -7.6% | +29.6% | +21.4% |
| 1Y | +22.1% | -18.7% | +40.9% | +22.2% |
| 3Y | +58.7% | +36.4% | +22.3% | +51.3% |
| 5Y | +22.3% | -10.5% | +32.8% | +17.9% |
| 10Y | +71.6% | +99.0% | -27.4% | +46.0% |
| All | +71.6% | +105.4% | -33.7% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling