+359.1%
VST vs SHAK
+1.3%
+357.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.3% |
| 7D | +9.9% | -0.3% | +10.2% | +9.9% |
| 30D | +7.9% | -5.2% | +13.2% | +9.3% |
| 3M | +3.4% | +27.3% | -23.8% | -4.1% |
| 6M | -4.1% | -27.9% | +23.8% | +1.9% |
| YTD | -5.7% | -17.0% | +11.3% | -4.9% |
| 1Y | -18.9% | -30.9% | +12.1% | -13.7% |
| 3Y | +359.1% | +3.4% | +355.7% | +345.4% |
| All | +359.1% | +1.3% | +357.8% | +345.4% |
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