+1,164.9%
VST vs SHAK
+97.6%
+1,067.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.8% |
| 7D | +6.6% | +4.3% | +2.3% | +5.6% |
| 30D | -12.4% | +9.0% | -21.4% | -14.3% |
| 3M | -9.0% | +1.8% | -10.8% | -9.9% |
| 6M | -6.4% | +17.3% | -23.8% | -11.3% |
| YTD | -17.2% | -7.6% | -9.6% | -18.8% |
| 1Y | -22.0% | -16.9% | -5.1% | -21.8% |
| 3Y | +296.7% | +35.1% | +261.6% | +253.2% |
| 5Y | +637.6% | -11.3% | +648.8% | +583.8% |
| All | +1,164.9% | +97.6% | +1,067.3% | +836.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling