+29.8%
VCIT vs SHAK
+77.6%
-47.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | 0.0% |
| 7D | -0.2% | -7.2% | +7.0% | 0.0% |
| 30D | -0.5% | -11.8% | +11.3% | -0.3% |
| 3M | -0.9% | +17.2% | -18.1% | -1.3% |
| 6M | -1.9% | -34.1% | +32.2% | -1.3% |
| YTD | -1.0% | -22.4% | +21.4% | -0.7% |
| 1Y | +0.2% | -35.9% | +36.2% | +0.9% |
| 3Y | +19.0% | -3.4% | +22.4% | +17.8% |
| 5Y | +3.1% | -25.4% | +28.5% | +1.7% |
| 10Y | +29.8% | +83.4% | -53.7% | +26.9% |
| All | +29.8% | +77.6% | -47.9% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling