+16.3%
SHAK vs VLTO
+26.2%
-9.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.4% |
| 7D | -0.3% | -1.6% | +1.2% | +0.7% |
| 30D | -5.2% | -2.9% | -2.4% | -3.5% |
| 3M | +27.3% | +12.7% | +14.6% | +17.6% |
| 6M | -27.9% | +1.6% | -29.5% | -28.9% |
| YTD | -17.0% | -4.0% | -13.0% | -15.1% |
| 1Y | -30.9% | -10.2% | -20.8% | -26.1% |
| All | +16.3% | +26.2% | -9.9% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling