+46.8%
SHAK vs VO
+219.8%
-173.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.1% |
| 7D | -0.3% | +0.6% | -1.0% | -1.2% |
| 30D | -5.2% | -1.1% | -4.2% | -3.7% |
| 3M | +27.3% | +4.5% | +22.7% | +19.7% |
| 6M | -27.9% | +11.1% | -38.9% | -37.3% |
| YTD | -17.0% | +13.5% | -30.5% | -29.8% |
| 1Y | -30.9% | +14.5% | -45.4% | -42.2% |
| 3Y | +3.4% | +58.1% | -54.7% | -42.4% |
| 5Y | -20.5% | +43.3% | -63.8% | -47.5% |
| 10Y | +88.3% | +193.2% | -104.9% | -48.4% |
| All | +46.8% | +219.8% | -173.0% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling