+147.3%
VXUS vs SHAK
+87.2%
+60.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.5% |
| 7D | -1.4% | -8.3% | +6.8% | -0.2% |
| 30D | -0.5% | -12.6% | +12.2% | +1.4% |
| 3M | +2.6% | +9.1% | -6.6% | +0.8% |
| 6M | +10.9% | -31.2% | +42.1% | +15.3% |
| YTD | +16.1% | -21.6% | +37.7% | +18.1% |
| 1Y | +22.3% | -38.8% | +61.1% | +28.7% |
| 3Y | +72.0% | +0.6% | +71.4% | +61.6% |
| 5Y | +54.1% | -22.5% | +76.7% | +45.2% |
| All | +147.3% | +87.2% | +60.1% | +89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling