-79.0%
VFC vs SHAK
-27.4%
-51.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.8% |
| 7D | -3.3% | -11.0% | +7.7% | +0.6% |
| 30D | -14.0% | -14.0% | 0.0% | -9.5% |
| 3M | -22.6% | +13.3% | -35.8% | -26.3% |
| 6M | -24.7% | -35.3% | +10.6% | -15.4% |
| YTD | -29.0% | -24.0% | -5.0% | -25.1% |
| 1Y | -13.8% | -36.7% | +22.9% | -3.3% |
| 3Y | -28.2% | -5.4% | -22.9% | -30.1% |
| 5Y | -79.0% | -24.9% | -54.1% | -80.3% |
| All | -79.0% | -27.4% | -51.6% | -80.3% |
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 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