-68.5%
VFC vs SHAK
+87.2%
-155.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.2% | +1.2% | +3.4% |
| 7D | -1.4% | -8.3% | +6.9% | +1.2% |
| 30D | -9.0% | -12.6% | +3.7% | -5.2% |
| 3M | -24.2% | +9.1% | -33.3% | -26.6% |
| 6M | -18.5% | -31.2% | +12.7% | -11.2% |
| YTD | -25.9% | -21.6% | -4.3% | -22.8% |
| 1Y | -13.0% | -38.8% | +25.8% | -2.5% |
| 3Y | -20.3% | +0.6% | -20.9% | -23.9% |
| 5Y | -78.1% | -22.5% | -55.5% | -78.8% |
| All | -68.5% | +87.2% | -155.7% | -78.1% |
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