+18.3%
VMC vs SHAK
-5.6%
+23.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | -3.7% | -11.0% | +7.3% | -1.9% |
| 30D | -12.8% | -14.0% | +1.3% | -10.6% |
| 3M | -7.9% | +13.3% | -21.2% | -10.0% |
| 6M | -7.5% | -35.3% | +27.8% | -2.2% |
| YTD | -11.6% | -24.0% | +12.4% | -9.4% |
| 1Y | -14.3% | -36.7% | +22.5% | -9.6% |
| All | +18.3% | -5.6% | +23.9% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling