-38.0%
VG vs SHAK
-44.4%
+6.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +2.6% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | +11.1% | -5.2% | +16.3% | +11.9% |
| 3M | +14.9% | +27.3% | -12.4% | +7.3% |
| 6M | +18.4% | -27.9% | +46.2% | +23.1% |
| YTD | +116.6% | -17.0% | +133.5% | +106.1% |
| 1Y | +9.4% | -30.9% | +40.3% | +14.4% |
| All | -38.0% | -44.4% | +6.4% | -34.3% |
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 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