+219.2%
VT vs SHAK
+111.2%
+107.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.1% | +8.2% | -8.4% | -1.5% |
| 30D | -3.1% | +13.5% | -16.5% | -5.2% |
| 3M | -3.5% | +6.2% | -9.7% | -4.8% |
| 6M | +0.5% | +8.2% | -7.7% | -2.0% |
| YTD | +10.8% | -6.5% | +17.3% | +9.2% |
| 1Y | +11.9% | -19.2% | +31.1% | +13.0% |
| 3Y | +73.0% | +37.9% | +35.0% | +52.1% |
| 5Y | +58.6% | -9.5% | +68.1% | +44.7% |
| 10Y | +219.2% | +106.2% | +113.0% | +126.5% |
| All | +219.2% | +111.2% | +107.9% | +126.5% |
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