+654.4%
VRT vs SHAK
-12.1%
+666.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.2% | -6.8% | -4.8% |
| 7D | +10.5% | +4.3% | +6.2% | +8.7% |
| 30D | -9.3% | +9.0% | -18.3% | -12.5% |
| 3M | -29.6% | +1.8% | -31.4% | -30.5% |
| 6M | -45.4% | +17.3% | -62.7% | -50.0% |
| YTD | +24.8% | -7.6% | +32.4% | +21.9% |
| 1Y | +23.6% | -16.9% | +40.5% | +25.3% |
| 3Y | +379.7% | +35.1% | +344.6% | +262.5% |
| All | +654.4% | -12.1% | +666.5% | +530.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling