+37.3%
SHAK vs VEU
+154.0%
-116.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -5.6% |
| 7D | -7.2% | +0.3% | -7.5% | -7.5% |
| 30D | -11.8% | +0.7% | -12.5% | -12.4% |
| 3M | +17.2% | +4.7% | +12.5% | +10.3% |
| 6M | -34.1% | +11.6% | -45.8% | -42.4% |
| YTD | -22.4% | +16.8% | -39.2% | -36.0% |
| 1Y | -35.9% | +24.9% | -60.8% | -51.2% |
| 3Y | -3.4% | +75.7% | -79.1% | -51.0% |
| 5Y | -25.4% | +56.1% | -81.5% | -55.5% |
| 10Y | +83.4% | +153.6% | -70.2% | -35.2% |
| All | +37.3% | +154.0% | -116.7% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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