+266.6%
VTV vs SHAK
+31.3%
+235.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -2.1% | -11.0% | +8.9% | -0.6% |
| 30D | -1.3% | -14.0% | +12.7% | +0.6% |
| 3M | +5.6% | +13.3% | -7.6% | +3.4% |
| 6M | +12.4% | -35.3% | +47.7% | +17.4% |
| YTD | +17.6% | -24.0% | +41.6% | +19.8% |
| 1Y | +23.5% | -36.7% | +60.2% | +28.7% |
| 3Y | +67.0% | -5.4% | +72.4% | +59.4% |
| 5Y | +80.5% | -24.9% | +105.4% | +71.9% |
| 10Y | +230.6% | +79.6% | +151.0% | +163.5% |
| All | +266.6% | +31.3% | +235.3% | +195.6% |
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