+250.0%
VT vs SHAK
+47.7%
+202.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +1.0% | -6.6% | +7.6% | +1.9% |
| 3M | +2.4% | +30.1% | -27.7% | -2.0% |
| 6M | +12.0% | -28.7% | +40.8% | +16.0% |
| YTD | +15.3% | -14.5% | +29.8% | +15.8% |
| 1Y | +22.6% | -31.9% | +54.5% | +27.1% |
| 3Y | +74.7% | -1.0% | +75.6% | +65.2% |
| 5Y | +66.1% | -18.7% | +84.8% | +56.0% |
| 10Y | +225.0% | +98.1% | +126.9% | +153.7% |
| All | +250.0% | +47.7% | +202.3% | +175.6% |
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