+145.7%
VMC vs SHAK
+87.2%
+58.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.2% |
| 7D | -3.8% | -8.3% | +4.5% | -2.1% |
| 30D | -9.7% | -12.6% | +3.0% | -7.2% |
| 3M | -9.6% | +9.1% | -18.7% | -11.6% |
| 6M | -4.8% | -31.2% | +26.4% | +0.7% |
| YTD | -10.9% | -21.6% | +10.7% | -8.7% |
| 1Y | -15.6% | -38.8% | +23.2% | -9.2% |
| 3Y | +19.3% | +0.6% | +18.7% | +9.7% |
| 5Y | +48.0% | -22.5% | +70.5% | +37.1% |
| All | +145.7% | +87.2% | +58.5% | +61.4% |
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 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