-39.3%
VG vs SHAK
-42.8%
+3.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | +16.0% | -6.6% | +22.6% | +17.1% |
| 3M | +9.7% | +30.1% | -20.3% | +2.2% |
| 6M | +29.6% | -28.7% | +58.3% | +36.7% |
| YTD | +112.0% | -14.5% | +126.5% | +100.8% |
| 1Y | +12.8% | -31.9% | +44.7% | +20.3% |
| All | -39.3% | -42.8% | +3.4% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling