+64.8%
EFA vs SHAK
-2.6%
+67.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.6% |
| 7D | -1.5% | -8.3% | +6.8% | -0.6% |
| 30D | -1.7% | -12.6% | +11.0% | -0.2% |
| 3M | +3.5% | +9.1% | -5.6% | +2.1% |
| 6M | +9.5% | -31.2% | +40.7% | +13.1% |
| YTD | +12.9% | -21.6% | +34.5% | +14.6% |
| 1Y | +18.2% | -38.8% | +57.0% | +23.3% |
| 3Y | +64.8% | +0.6% | +64.2% | +56.2% |
| All | +64.8% | -2.6% | +67.5% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling