+1,083.1%
VST vs SHAK
+128.5%
+954.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.3% | 0.0% | +5.7% |
| 7D | -0.5% | +6.5% | -7.0% | -1.9% |
| 30D | -17.1% | +15.3% | -32.4% | -19.8% |
| 3M | -4.6% | +8.5% | -13.1% | -6.8% |
| 6M | -9.1% | +10.0% | -19.1% | -12.5% |
| YTD | -16.6% | -5.0% | -11.7% | -18.7% |
| 1Y | -29.5% | -15.3% | -14.2% | -29.5% |
| 3Y | +297.5% | +40.7% | +256.8% | +251.8% |
| 5Y | +654.5% | -7.9% | +662.5% | +595.2% |
| 10Y | +1,205.2% | +132.0% | +1,073.3% | +880.5% |
| All | +1,083.1% | +128.5% | +954.6% | +767.7% |
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