+124.8%
VGT vs SHAK
-2.6%
+127.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.7% |
| 7D | -0.2% | -8.3% | +8.1% | +1.2% |
| 30D | -0.4% | -12.6% | +12.2% | +1.7% |
| 3M | +4.4% | +9.1% | -4.7% | +2.2% |
| 6M | +32.1% | -31.2% | +63.3% | +38.4% |
| YTD | +28.8% | -21.6% | +50.4% | +30.8% |
| 1Y | +35.3% | -38.8% | +74.1% | +44.6% |
| 3Y | +124.8% | +0.6% | +124.1% | +118.4% |
| All | +124.8% | -2.6% | +127.4% | +118.4% |
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