+3.8%
VCIT vs SHAK
-18.7%
+22.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | -0.8% | -6.6% | +5.9% | -0.6% |
| 3M | -1.0% | +30.1% | -31.1% | -1.8% |
| 6M | -1.8% | -28.7% | +26.9% | -1.2% |
| YTD | -0.7% | -14.5% | +13.8% | -0.6% |
| 1Y | +1.0% | -31.9% | +32.9% | +1.7% |
| 3Y | +18.8% | -1.0% | +19.8% | +16.7% |
| All | +3.8% | -18.7% | +22.5% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling