-44.6%
VG vs SHAK
-38.2%
-6.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.4% |
| 7D | +14.0% | +4.3% | +9.7% | +13.1% |
| 30D | -1.0% | +9.0% | -10.0% | -2.6% |
| 3M | -2.7% | +1.8% | -4.5% | -3.5% |
| 6M | +1.5% | +17.3% | -15.8% | -3.0% |
| YTD | +93.7% | -7.6% | +101.3% | +80.3% |
| 1Y | +68.5% | -16.9% | +85.5% | +65.6% |
| All | -44.6% | -38.2% | -6.4% | -42.5% |
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 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