+51.2%
SHAK vs VT
+247.4%
-196.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -0.7% | +0.4% | -1.1% | -1.3% |
| 30D | -6.6% | +1.0% | -7.6% | -7.8% |
| 3M | +30.1% | +2.4% | +27.7% | +25.3% |
| 6M | -28.7% | +12.0% | -40.8% | -39.2% |
| YTD | -14.5% | +15.3% | -29.8% | -30.0% |
| 1Y | -31.9% | +22.6% | -54.5% | -48.8% |
| 3Y | -1.0% | +74.7% | -75.6% | -53.1% |
| 5Y | -18.7% | +66.1% | -84.8% | -57.3% |
| 10Y | +98.1% | +225.0% | -126.9% | -53.4% |
| All | +51.2% | +247.4% | -196.2% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling