+47.8%
VMC vs SHAK
-22.8%
+70.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.3% |
| 3M | -9.6% | +9.1% | -18.7% | -11.5% |
| 6M | -4.8% | -31.2% | +26.4% | +0.5% |
| YTD | -10.9% | -21.6% | +10.7% | -8.8% |
| 1Y | -15.6% | -38.8% | +23.2% | -9.4% |
| 3Y | +19.3% | +0.6% | +18.7% | +8.7% |
| All | +47.8% | -22.8% | +70.6% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling