+1,232.7%
VST vs SHAK
+86.6%
+1,146.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +1.0% |
| 7D | +5.3% | -7.2% | +12.5% | +7.0% |
| 30D | +5.8% | -11.8% | +17.6% | +8.5% |
| 3M | +3.5% | +17.2% | -13.7% | -1.1% |
| 6M | -7.4% | -34.1% | +26.7% | -1.1% |
| YTD | -6.1% | -22.4% | +16.3% | -3.8% |
| 1Y | -21.6% | -35.9% | +14.3% | -16.6% |
| 3Y | +357.2% | -3.4% | +360.5% | +338.8% |
| 5Y | +777.0% | -25.4% | +802.5% | +745.8% |
| All | +1,232.7% | +86.6% | +1,146.1% | +925.8% |
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