-50.2%
VG vs SHAK
-36.4%
-13.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.3% | -5.0% | +1.2% |
| 7D | -8.3% | +6.5% | -14.8% | -9.2% |
| 30D | -10.3% | +15.3% | -25.7% | -12.5% |
| 3M | -10.8% | +8.5% | -19.2% | -12.4% |
| 6M | +3.5% | +10.0% | -6.5% | +0.9% |
| YTD | +74.0% | -5.0% | +78.9% | +61.3% |
| 1Y | +48.9% | -15.3% | +64.2% | +47.0% |
| All | -50.2% | -36.4% | -13.9% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling