+2,486.9%
VRT vs SHAK
+2.7%
+2,484.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +2.6% |
| 7D | -8.4% | -8.3% | -0.1% | -5.8% |
| 30D | -10.9% | -12.6% | +1.8% | -7.1% |
| 3M | -13.7% | +9.1% | -22.8% | -16.8% |
| 6M | -4.1% | -31.2% | +27.1% | +4.3% |
| YTD | +58.7% | -21.6% | +80.3% | +65.2% |
| 1Y | +89.6% | -38.8% | +128.4% | +112.0% |
| 3Y | +558.1% | +0.6% | +557.5% | +511.0% |
| 5Y | +953.0% | -22.5% | +975.5% | +894.7% |
| All | +2,486.9% | +2.7% | +2,484.1% | +1,810.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling