+72.9%
VNQ vs SHAK
+35.4%
+37.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | +0.3% |
| 7D | -1.3% | -8.3% | +7.0% | 0.0% |
| 30D | -2.6% | -12.6% | +10.1% | -0.7% |
| 3M | -2.0% | +9.1% | -11.1% | -3.7% |
| 6M | +4.3% | -31.2% | +35.6% | +8.5% |
| YTD | +9.2% | -21.6% | +30.8% | +10.9% |
| 1Y | +5.6% | -38.8% | +44.4% | +11.1% |
| 3Y | +30.8% | +0.6% | +30.2% | +22.8% |
| 5Y | +8.0% | -22.5% | +30.5% | +1.5% |
| 10Y | +63.7% | +85.3% | -21.6% | +30.6% |
| All | +72.9% | +35.4% | +37.5% | +36.3% |
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