-46.6%
VG vs SHAK
-38.1%
-8.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.7% |
| 7D | +5.5% | +3.0% | +2.5% | +5.0% |
| 30D | -3.6% | +8.2% | -11.8% | -5.0% |
| 3M | -4.0% | +4.6% | -8.5% | -5.2% |
| 6M | +9.4% | +16.3% | -7.0% | +4.9% |
| YTD | +86.6% | -7.6% | +94.2% | +73.8% |
| 1Y | +69.5% | -18.7% | +88.2% | +68.9% |
| All | -46.6% | -38.1% | -8.5% | -44.6% |
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