+25.8%
SHAK vs VT
+69.7%
-43.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.7% | +2.6% |
| 7D | +2.0% | -2.3% | +4.3% | +5.7% |
| 30D | +12.0% | -5.0% | +17.0% | +20.9% |
| 3M | +2.3% | -4.9% | +7.2% | +10.5% |
| 6M | -25.5% | -1.5% | -24.0% | -24.4% |
| YTD | -11.4% | +8.5% | -19.9% | -23.3% |
| 1Y | -21.8% | +11.4% | -33.2% | -35.3% |
| 3Y | +25.8% | +70.1% | -44.2% | -56.0% |
| All | +25.8% | +69.7% | -43.9% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling