+96.3%
VTR vs SHAK
+87.2%
+9.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.2% |
| 7D | -0.3% | -8.3% | +8.0% | +1.5% |
| 30D | +1.1% | -12.6% | +13.7% | +3.9% |
| 3M | +7.9% | +9.1% | -1.2% | +5.1% |
| 6M | +6.2% | -31.2% | +37.4% | +12.1% |
| YTD | +17.7% | -21.6% | +39.3% | +19.9% |
| 1Y | +32.9% | -38.8% | +71.7% | +42.7% |
| 3Y | +129.7% | +0.6% | +129.1% | +99.4% |
| 5Y | +89.3% | -22.5% | +111.8% | +65.3% |
| All | +96.3% | +87.2% | +9.1% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling