+1,216.9%
VST vs SHAK
+105.6%
+1,111.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.9% | -0.7% | +9.6% | +9.1% |
| 30D | +6.2% | -6.6% | +12.8% | +7.7% |
| 3M | -2.7% | +30.1% | -32.8% | -9.0% |
| 6M | -8.4% | -28.7% | +20.4% | -3.7% |
| YTD | -7.2% | -14.5% | +7.3% | -6.9% |
| 1Y | -20.9% | -31.9% | +11.0% | -16.8% |
| 3Y | +384.0% | -1.0% | +384.9% | +361.7% |
| 5Y | +757.1% | -18.7% | +775.8% | +711.6% |
| All | +1,216.9% | +105.6% | +1,111.3% | +893.4% |
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 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