+1,601.7%
VICR vs SHAK
+87.2%
+1,514.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.2% | +8.0% | +10.1% |
| 7D | +5.0% | -8.3% | +13.2% | +8.1% |
| 30D | -12.5% | -12.6% | +0.2% | -8.6% |
| 3M | -33.6% | +9.1% | -42.7% | -36.7% |
| 6M | +10.7% | -31.2% | +41.9% | +21.4% |
| YTD | +80.6% | -21.6% | +102.2% | +88.3% |
| 1Y | +288.4% | -38.8% | +327.1% | +338.5% |
| 3Y | +213.8% | +0.6% | +213.2% | +181.7% |
| 5Y | +58.8% | -22.5% | +81.4% | +46.5% |
| All | +1,601.7% | +87.2% | +1,514.5% | +909.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling