+187.5%
VSH vs SHAK
+43.4%
+144.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.3% |
| 7D | +6.2% | -0.3% | +6.5% | +6.3% |
| 30D | -11.1% | -5.2% | -5.9% | -10.0% |
| 3M | -44.9% | +27.3% | -72.2% | -48.8% |
| 6M | +90.0% | -27.9% | +117.8% | +98.9% |
| YTD | +118.8% | -17.0% | +135.8% | +120.2% |
| 1Y | +109.0% | -30.9% | +139.9% | +120.0% |
| 3Y | +35.6% | +3.4% | +32.3% | +26.0% |
| 5Y | +66.7% | -20.5% | +87.2% | +56.7% |
| 10Y | +167.9% | +88.3% | +79.7% | +93.6% |
| All | +187.5% | +43.4% | +144.1% | +109.7% |
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