+229.2%
VT vs SHAK
+53.0%
+176.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.7% | -0.2% |
| 7D | -2.3% | +2.0% | -4.3% | -2.6% |
| 30D | -5.0% | +12.0% | -17.0% | -6.7% |
| 3M | -4.9% | +2.3% | -7.2% | -5.5% |
| 6M | -1.5% | -25.5% | +24.0% | +1.2% |
| YTD | +8.5% | -11.4% | +19.9% | +8.0% |
| 1Y | +11.4% | -21.8% | +33.2% | +12.9% |
| 3Y | +70.1% | +25.8% | +44.2% | +54.8% |
| 5Y | +53.7% | -21.0% | +74.7% | +45.1% |
| 10Y | +220.0% | +126.4% | +93.5% | +145.9% |
| All | +229.2% | +53.0% | +176.2% | +157.1% |
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 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