+152.3%
EFV vs SHAK
+31.3%
+121.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | -2.0% | -11.0% | +9.0% | -0.6% |
| 30D | -0.2% | -14.0% | +13.8% | +1.7% |
| 3M | +9.1% | +13.3% | -4.1% | +7.0% |
| 6M | +11.7% | -35.3% | +47.0% | +16.6% |
| YTD | +17.0% | -24.0% | +41.0% | +19.3% |
| 1Y | +26.7% | -36.7% | +63.4% | +31.9% |
| 3Y | +90.2% | -5.4% | +95.5% | +81.4% |
| 5Y | +96.1% | -24.9% | +121.0% | +86.7% |
| 10Y | +164.5% | +79.6% | +84.9% | +110.1% |
| All | +152.3% | +31.3% | +121.1% | +101.7% |
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