+57.5%
VT vs SHAK
-12.1%
+69.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.8% |
| 7D | +2.4% | +4.3% | -1.9% | +1.6% |
| 30D | -1.5% | +9.0% | -10.5% | -3.0% |
| 3M | -4.1% | +1.8% | -5.9% | -4.8% |
| 6M | +0.6% | +17.3% | -16.8% | -3.0% |
| YTD | +11.0% | -7.6% | +18.7% | +9.7% |
| 1Y | +13.3% | -16.9% | +30.3% | +14.0% |
| 3Y | +73.4% | +35.1% | +38.3% | +50.6% |
| All | +57.5% | -12.1% | +69.6% | +42.1% |
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