+56.6%
SHAK vs VT
+226.7%
-170.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.7% | +2.6% |
| 7D | +2.0% | -2.3% | +4.3% | +5.4% |
| 30D | +12.0% | -5.0% | +17.0% | +20.1% |
| 3M | +2.3% | -4.9% | +7.2% | +9.8% |
| 6M | -25.5% | -1.5% | -24.0% | -24.2% |
| YTD | -11.4% | +8.5% | -19.9% | -21.0% |
| 1Y | -21.8% | +11.4% | -33.2% | -32.9% |
| 3Y | +25.8% | +70.1% | -44.2% | -38.2% |
| 5Y | -21.0% | +53.7% | -74.7% | -54.0% |
| 10Y | +126.4% | +220.0% | -93.5% | -44.9% |
| All | +56.6% | +226.7% | -170.1% | -64.6% |
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