+25.4%
VTEB vs SHAK
+28.0%
-2.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | +0.3% |
| 7D | -0.9% | -8.3% | +7.4% | -0.8% |
| 30D | -2.5% | -12.6% | +10.1% | -2.4% |
| 3M | -3.0% | +9.1% | -12.1% | -3.1% |
| 6M | -2.1% | -31.2% | +29.1% | -1.8% |
| YTD | -1.5% | -21.6% | +20.1% | -1.4% |
| 1Y | +0.2% | -38.8% | +38.9% | +0.6% |
| 3Y | +8.6% | +0.6% | +7.9% | +7.9% |
| 5Y | +1.2% | -22.5% | +23.7% | +0.5% |
| 10Y | +18.1% | +85.3% | -67.2% | +15.9% |
| All | +25.4% | +28.0% | -2.7% | +23.0% |
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