-72.1%
VFC vs SHAK
+43.4%
-115.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.1% |
| 7D | +0.8% | -0.3% | +1.2% | +0.9% |
| 30D | -11.9% | -5.2% | -6.7% | -10.7% |
| 3M | -20.2% | +27.3% | -47.4% | -25.4% |
| 6M | -23.0% | -27.9% | +4.9% | -18.0% |
| YTD | -26.2% | -17.0% | -9.3% | -24.6% |
| 1Y | -13.3% | -30.9% | +17.6% | -7.3% |
| 3Y | -25.5% | +3.4% | -28.8% | -28.3% |
| 5Y | -78.1% | -20.5% | -57.6% | -78.7% |
| 10Y | -68.8% | +88.3% | -157.1% | -75.8% |
| All | -72.1% | +43.4% | -115.5% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling