+177.8%
SHEN vs VT
+363.9%
-186.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +2.0% |
| 7D | +7.3% | -0.3% | +7.6% | +7.6% |
| 30D | -6.1% | -1.4% | -4.7% | -4.9% |
| 3M | -21.5% | -1.4% | -20.1% | -20.5% |
| 6M | -33.1% | +5.5% | -38.6% | -37.6% |
| YTD | -9.0% | +12.8% | -21.9% | -21.8% |
| 1Y | -8.2% | +15.4% | -23.7% | -23.1% |
| 3Y | -56.6% | +76.9% | -133.5% | -78.0% |
| 5Y | -60.7% | +60.4% | -121.1% | -77.9% |
| 10Y | -30.2% | +232.8% | -262.9% | -84.4% |
| All | +177.8% | +363.9% | -186.0% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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