+468.7%
VUG vs SHAK
+43.4%
+425.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.1% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | -1.4% | -5.2% | +3.8% | -0.6% |
| 3M | +2.3% | +27.3% | -24.9% | -2.6% |
| 6M | +15.7% | -27.9% | +43.6% | +20.2% |
| YTD | +8.6% | -17.0% | +25.6% | +9.5% |
| 1Y | +14.1% | -30.9% | +45.0% | +18.5% |
| 3Y | +87.9% | +3.4% | +84.5% | +75.0% |
| 5Y | +76.3% | -20.5% | +96.8% | +65.2% |
| 10Y | +409.7% | +88.3% | +321.4% | +296.0% |
| All | +468.7% | +43.4% | +425.3% | +346.7% |
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