+73.1%
VSH vs SHAK
-22.8%
+95.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.2% | +3.0% | +5.3% |
| 7D | +4.8% | -8.3% | +13.0% | +7.0% |
| 30D | -0.7% | -12.6% | +11.9% | +2.6% |
| 3M | -43.1% | +9.1% | -52.2% | -45.3% |
| 6M | +91.8% | -31.2% | +123.0% | +104.9% |
| YTD | +131.6% | -21.6% | +153.2% | +136.5% |
| 1Y | +118.1% | -38.8% | +156.9% | +139.6% |
| 3Y | +40.9% | +0.6% | +40.3% | +31.2% |
| All | +73.1% | -22.8% | +95.9% | +62.3% |
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 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