-35.9%
SHAK vs VLTO
-10.6%
-25.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.1% |
| 7D | -7.2% | -2.6% | -4.6% | -6.0% |
| 30D | -11.8% | -2.5% | -9.4% | -10.8% |
| 3M | +17.2% | +10.1% | +7.1% | +12.5% |
| 6M | -34.1% | +1.0% | -35.1% | -33.7% |
| YTD | -22.4% | -4.8% | -17.6% | -20.1% |
| 1Y | -35.9% | -9.3% | -26.6% | -30.4% |
| All | -35.9% | -10.6% | -25.4% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling