+83.9%
VUG vs SHAK
-5.6%
+89.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.2% |
| 7D | -1.9% | -11.0% | +9.1% | -0.2% |
| 30D | -1.6% | -14.0% | +12.5% | +0.6% |
| 3M | +4.4% | +13.3% | -8.9% | +1.8% |
| 6M | +13.2% | -35.3% | +48.5% | +19.3% |
| YTD | +7.5% | -24.0% | +31.5% | +9.5% |
| 1Y | +12.5% | -36.7% | +49.2% | +18.2% |
| All | +83.9% | -5.6% | +89.6% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling