+69.5%
VG vs SHAK
-19.6%
+89.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.3% |
| 7D | +5.5% | +3.0% | +2.5% | +6.0% |
| 30D | -3.6% | +8.2% | -11.8% | -2.2% |
| 3M | -4.0% | +4.6% | -8.5% | -3.3% |
| 6M | +9.4% | +16.3% | -7.0% | +13.3% |
| YTD | +86.6% | -7.6% | +94.2% | +79.2% |
| 1Y | +69.5% | -18.7% | +88.2% | +75.5% |
| All | +69.5% | -19.6% | +89.1% | +75.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling