+13.8%
VRT vs SHAK
-21.2%
+35.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.8% | -16.7% | -13.5% |
| 7D | -15.4% | +8.3% | -23.7% | -16.7% |
| 30D | -19.0% | +16.7% | -35.7% | -21.3% |
| 3M | -23.8% | +10.0% | -33.8% | -25.2% |
| 6M | -37.9% | -23.8% | -14.1% | -33.0% |
| YTD | +27.0% | -10.3% | +37.2% | +35.7% |
| 1Y | +13.8% | -22.9% | +36.7% | +34.3% |
| All | +13.8% | -21.2% | +35.0% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling