+63.4%
VSH vs SHAK
-21.2%
+84.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.8% | -8.9% | -5.1% |
| 7D | -13.6% | +8.3% | -22.0% | -13.7% |
| 30D | -30.4% | +16.7% | -47.0% | -30.5% |
| 3M | -33.3% | +10.0% | -43.2% | -33.3% |
| 6M | -15.1% | -23.8% | +8.7% | -8.0% |
| YTD | +80.2% | -10.3% | +90.5% | +80.2% |
| 1Y | +63.4% | -22.9% | +86.3% | +81.0% |
| All | +63.4% | -21.2% | +84.6% | +81.0% |
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