+2,826.7%
VRT vs SHAK
+8.8%
+2,817.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.9% | +6.6% | +4.5% |
| 7D | +13.6% | -0.3% | +13.9% | +13.7% |
| 30D | +6.8% | -5.2% | +12.0% | +8.4% |
| 3M | -3.2% | +27.3% | -30.5% | -11.2% |
| 6M | +20.3% | -27.9% | +48.2% | +28.9% |
| YTD | +79.6% | -17.0% | +96.6% | +83.4% |
| 1Y | +139.0% | -30.9% | +169.9% | +156.5% |
| 3Y | +644.6% | +3.4% | +641.2% | +584.2% |
| 5Y | +1,024.4% | -20.5% | +1,044.8% | +949.1% |
| All | +2,826.7% | +8.8% | +2,817.9% | +2,020.1% |
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 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