+137.9%
VGT vs SHAK
-22.8%
+160.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.5% |
| 7D | -0.2% | -8.3% | +8.1% | +1.7% |
| 30D | -0.4% | -12.6% | +12.2% | +2.5% |
| 3M | +4.4% | +9.1% | -4.7% | +1.5% |
| 6M | +32.1% | -31.2% | +63.3% | +40.1% |
| YTD | +28.8% | -21.6% | +50.4% | +31.4% |
| 1Y | +35.3% | -38.8% | +74.1% | +46.6% |
| 3Y | +124.8% | +0.6% | +124.1% | +100.2% |
| All | +137.9% | -22.8% | +160.7% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling