+32.8%
VSH vs SHAK
-5.6%
+38.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.4% |
| 7D | +3.1% | -11.0% | +14.1% | +6.1% |
| 30D | -5.7% | -14.0% | +8.3% | -2.2% |
| 3M | -42.5% | +13.3% | -55.7% | -45.6% |
| 6M | +82.7% | -35.3% | +118.0% | +100.7% |
| YTD | +118.2% | -24.0% | +142.2% | +124.3% |
| 1Y | +109.7% | -36.7% | +146.4% | +129.8% |
| All | +32.8% | -5.6% | +38.4% | +22.6% |
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