+83.4%
SHAK vs VO
+200.3%
-116.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.0% |
| 7D | -8.3% | -1.5% | -6.8% | -6.2% |
| 30D | -12.6% | -3.0% | -9.6% | -8.6% |
| 3M | +9.1% | +2.8% | +6.3% | +5.0% |
| 6M | -31.2% | +10.9% | -42.2% | -40.2% |
| YTD | -21.6% | +12.5% | -34.0% | -32.9% |
| 1Y | -38.8% | +12.0% | -50.7% | -47.3% |
| 3Y | +0.6% | +56.3% | -55.7% | -43.6% |
| 5Y | -22.5% | +42.9% | -65.5% | -49.0% |
| All | +83.4% | +200.3% | -116.8% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling