+31.4%
VCIT vs SHAK
+91.5%
-60.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.5% | -0.6% |
| 7D | -1.4% | +4.1% | -5.5% | -1.5% |
| 30D | +0.8% | +2.3% | -1.5% | +0.7% |
| 3M | -1.7% | -0.2% | -1.5% | -1.8% |
| 6M | -2.1% | +10.1% | -12.1% | -2.4% |
| YTD | -2.0% | -10.5% | +8.4% | -2.1% |
| 1Y | -1.5% | -22.4% | +20.9% | -1.3% |
| 3Y | +19.0% | +32.1% | -13.1% | +16.9% |
| 5Y | +3.8% | -14.0% | +17.7% | +2.1% |
| All | +31.4% | +91.5% | -60.1% | +27.3% |
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