+55.6%
VFC vs SHAK
-21.2%
+76.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.8% | +0.6% | +3.4% |
| 7D | +21.5% | +8.3% | +13.1% | +18.8% |
| 30D | +46.7% | +16.7% | +30.0% | +40.5% |
| 3M | +38.4% | +10.0% | +28.4% | +34.2% |
| 6M | +15.2% | -23.8% | +39.0% | +19.7% |
| YTD | +17.8% | -10.3% | +28.1% | +15.3% |
| 1Y | +55.6% | -22.9% | +78.5% | +77.9% |
| All | +55.6% | -21.2% | +76.8% | +77.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling