+303.2%
VMC vs SHAK
+43.4%
+259.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -1.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -9.1% | -5.2% | -3.9% | -8.2% |
| 3M | -4.1% | +27.3% | -31.4% | -8.6% |
| 6M | -5.5% | -27.9% | +22.3% | -1.4% |
| YTD | -8.9% | -17.0% | +8.0% | -7.8% |
| 1Y | -12.9% | -30.9% | +18.0% | -9.1% |
| 3Y | +22.1% | +3.4% | +18.8% | +13.4% |
| 5Y | +52.7% | -20.5% | +73.2% | +42.8% |
| 10Y | +152.7% | +88.3% | +64.5% | +87.6% |
| All | +303.2% | +43.4% | +259.8% | +202.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling