+25.3%
VZ vs SHAK
-25.9%
+51.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.1% |
| 7D | -1.0% | -7.2% | +6.2% | -0.8% |
| 30D | +5.8% | -11.8% | +17.6% | +6.1% |
| 3M | +10.5% | +17.2% | -6.7% | +10.0% |
| 6M | +1.8% | -34.1% | +35.9% | +2.4% |
| YTD | +28.3% | -22.4% | +50.6% | +28.4% |
| 1Y | +22.0% | -35.9% | +57.9% | +22.7% |
| 3Y | +81.8% | -3.4% | +85.2% | +77.3% |
| 5Y | +25.3% | -25.4% | +50.8% | +20.5% |
| All | +25.3% | -25.9% | +51.2% | +20.5% |
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