+588.9%
VST vs SHAK
-19.2%
+608.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +3.0% | +7.6% | +9.9% |
| 7D | -9.8% | +2.0% | -11.8% | -10.3% |
| 30D | -25.1% | +12.0% | -37.2% | -27.3% |
| 3M | -11.6% | +2.3% | -13.9% | -12.6% |
| 6M | -20.9% | -25.5% | +4.6% | -17.4% |
| YTD | -22.3% | -11.4% | -10.9% | -23.1% |
| 1Y | -32.0% | -21.8% | -10.2% | -30.6% |
| 3Y | +262.4% | +25.8% | +236.5% | +234.0% |
| All | +588.9% | -19.2% | +608.1% | +535.4% |
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 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