-49.4%
VG vs SHAK
-37.4%
-12.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.9% |
| 7D | -7.7% | +8.2% | -15.9% | -8.9% |
| 30D | -8.8% | +13.5% | -22.3% | -10.8% |
| 3M | -15.6% | +6.2% | -21.9% | -16.9% |
| 6M | +5.2% | +8.2% | -3.0% | +2.8% |
| YTD | +76.9% | -6.5% | +83.4% | +64.5% |
| 1Y | +42.5% | -19.2% | +61.7% | +43.3% |
| All | -49.4% | -37.4% | -12.0% | -47.6% |
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 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