+62.5%
VWO vs SHAK
-2.6%
+65.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.4% |
| 7D | -1.8% | -8.3% | +6.5% | -1.0% |
| 30D | -0.1% | -12.6% | +12.5% | +1.1% |
| 3M | +2.2% | +9.1% | -6.9% | +1.1% |
| 6M | +8.8% | -31.2% | +40.0% | +11.8% |
| YTD | +12.4% | -21.6% | +34.0% | +13.8% |
| 1Y | +15.6% | -38.8% | +54.4% | +19.8% |
| 3Y | +62.5% | +0.6% | +61.9% | +53.4% |
| All | +62.5% | -2.6% | +65.2% | +53.4% |
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