+112.0%
VSH vs SHAK
-34.0%
+146.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | +4.1% | -0.7% | +4.8% | +4.1% |
| 30D | -4.2% | -6.6% | +2.5% | -3.8% |
| 3M | -50.0% | +30.1% | -80.0% | -51.8% |
| 6M | +80.2% | -28.7% | +108.9% | +94.8% |
| YTD | +121.1% | -14.5% | +135.6% | +120.0% |
| 1Y | +112.0% | -31.9% | +143.9% | +129.3% |
| All | +112.0% | -34.0% | +146.0% | +129.3% |
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