+972.1%
VGT vs SHAK
+35.4%
+936.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.6% |
| 7D | -0.2% | -8.3% | +8.1% | +1.4% |
| 30D | -0.4% | -12.6% | +12.2% | +2.0% |
| 3M | +4.4% | +9.1% | -4.7% | +2.0% |
| 6M | +32.1% | -31.2% | +63.3% | +38.7% |
| YTD | +28.8% | -21.6% | +50.4% | +31.3% |
| 1Y | +35.3% | -38.8% | +74.1% | +44.5% |
| 3Y | +124.8% | +0.6% | +124.1% | +109.5% |
| 5Y | +137.9% | -22.5% | +160.5% | +123.7% |
| 10Y | +814.2% | +85.3% | +729.0% | +601.4% |
| All | +972.1% | +35.4% | +936.6% | +730.2% |
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