+573.1%
VRT vs SHAK
-3.6%
+576.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -6.5% | -3.1% | -7.5% |
| 7D | +2.4% | -7.2% | +9.6% | +5.0% |
| 30D | -2.7% | -11.8% | +9.1% | +1.3% |
| 3M | -9.2% | +17.2% | -26.3% | -14.7% |
| 6M | -0.5% | -34.1% | +33.6% | +11.3% |
| YTD | +62.3% | -22.4% | +84.7% | +70.3% |
| 1Y | +109.6% | -35.9% | +145.5% | +134.4% |
| All | +573.1% | -3.6% | +576.7% | +564.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling