+108.9%
VWO vs SHAK
+35.4%
+73.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.3% |
| 7D | -1.8% | -8.3% | +6.5% | -0.7% |
| 30D | -0.1% | -12.6% | +12.5% | +1.6% |
| 3M | +2.2% | +9.1% | -6.9% | +0.6% |
| 6M | +8.8% | -31.2% | +40.0% | +12.6% |
| YTD | +12.4% | -21.6% | +34.0% | +14.1% |
| 1Y | +15.6% | -38.8% | +54.4% | +21.0% |
| 3Y | +62.5% | +0.6% | +61.9% | +53.5% |
| 5Y | +34.3% | -22.5% | +56.8% | +27.2% |
| 10Y | +114.8% | +85.3% | +29.5% | +69.0% |
| All | +108.9% | +35.4% | +73.5% | +67.3% |
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