-38.3%
SHAZ vs VT
+4.1%
-42.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.9% | -4.1% | -15.8% | -4.5% |
| 7D | -25.3% | -4.2% | -21.1% | -9.9% |
| 30D | -59.4% | -5.8% | -53.6% | -46.9% |
| 3M | -65.7% | -5.2% | -60.5% | -55.5% |
| 6M | -55.9% | +0.1% | -56.0% | -48.1% |
| All | -38.3% | +4.1% | -42.4% | -32.5% |
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