-99.6%
SHIP vs VT
+214.8%
-314.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | +0.2% |
| 7D | -14.0% | -4.2% | -9.8% | -9.9% |
| 30D | -20.9% | -5.8% | -15.1% | -15.6% |
| 3M | -16.0% | -5.2% | -10.7% | -11.0% |
| 6M | -14.0% | +0.1% | -14.2% | -14.7% |
| YTD | +57.9% | +8.2% | +49.7% | +44.0% |
| 1Y | +74.5% | +10.1% | +64.3% | +55.9% |
| 3Y | +224.8% | +69.7% | +155.2% | +79.5% |
| 5Y | +81.6% | +53.4% | +28.2% | +12.6% |
| All | -99.6% | +214.8% | -314.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling