+34.4%
SHAK vs VCLT
+20.4%
+14.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.3% |
| 7D | -11.0% | -1.3% | -9.7% | -10.2% |
| 30D | -14.0% | -1.1% | -12.9% | -13.4% |
| 3M | +13.3% | -3.7% | +16.9% | +16.1% |
| 6M | -35.3% | -4.0% | -31.3% | -33.4% |
| YTD | -24.0% | -3.4% | -20.6% | -22.1% |
| 1Y | -36.7% | -4.1% | -32.6% | -34.8% |
| 3Y | -5.4% | +11.0% | -16.3% | -11.3% |
| 5Y | -24.9% | -17.0% | -7.9% | -18.9% |
| 10Y | +79.6% | +16.7% | +62.9% | +87.8% |
| All | +34.4% | +20.4% | +14.0% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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