+924.9%
VLO vs SHAK
+87.2%
+837.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.6% |
| 7D | +5.3% | -8.3% | +13.6% | +7.1% |
| 30D | +18.2% | -12.6% | +30.9% | +21.4% |
| 3M | +53.3% | +9.1% | +44.2% | +49.1% |
| 6M | +70.4% | -31.2% | +101.7% | +78.7% |
| YTD | +143.4% | -21.6% | +165.0% | +146.1% |
| 1Y | +153.0% | -38.8% | +191.8% | +169.8% |
| 3Y | +195.0% | +0.6% | +194.3% | +163.2% |
| 5Y | +618.8% | -22.5% | +641.3% | +542.6% |
| All | +924.9% | +87.2% | +837.7% | +585.9% |
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