+88.3%
SHAK vs VT
+221.4%
-133.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.2% |
| 7D | -0.3% | +1.0% | -1.3% | -1.7% |
| 30D | -5.2% | -0.2% | -5.0% | -4.8% |
| 3M | +27.3% | +4.5% | +22.7% | +18.9% |
| 6M | -27.9% | +14.1% | -41.9% | -40.4% |
| YTD | -17.0% | +14.8% | -31.7% | -32.0% |
| 1Y | -30.9% | +21.2% | -52.1% | -47.7% |
| 3Y | +3.4% | +76.6% | -73.2% | -53.2% |
| 5Y | -20.5% | +66.6% | -87.1% | -59.4% |
| 10Y | +88.3% | +222.3% | -134.0% | -58.0% |
| All | +88.3% | +221.4% | -133.2% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling