+237.7%
VT vs SHAK
+64.1%
+173.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.3% | -4.7% | +1.5% |
| 7D | +0.4% | +6.5% | -6.1% | -0.6% |
| 30D | -2.6% | +15.3% | -17.9% | -4.8% |
| 3M | -3.2% | +8.5% | -11.7% | -4.7% |
| 6M | +0.9% | +10.0% | -9.1% | -1.5% |
| YTD | +11.3% | -5.0% | +16.3% | +9.7% |
| 1Y | +14.0% | -15.3% | +29.3% | +14.2% |
| 3Y | +75.8% | +40.7% | +35.2% | +57.3% |
| 5Y | +57.8% | -7.9% | +65.8% | +45.7% |
| 10Y | +219.8% | +132.0% | +87.8% | +144.0% |
| All | +237.7% | +64.1% | +173.6% | +161.0% |
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