+3.5%
VCIT vs SHAK
-19.2%
+22.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.2% |
| 7D | +0.1% | +2.0% | -1.9% | 0.0% |
| 30D | +1.9% | +12.0% | -10.1% | +1.6% |
| 3M | -1.4% | +2.3% | -3.8% | -1.6% |
| 6M | -2.1% | -25.5% | +23.4% | -1.6% |
| YTD | -1.6% | -11.4% | +9.8% | -1.7% |
| 1Y | -0.9% | -21.8% | +20.9% | -0.6% |
| 3Y | +20.0% | +25.8% | -5.9% | +16.5% |
| All | +3.5% | -19.2% | +22.7% | -1.0% |
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