+11.3%
SHOE vs VT
+229.8%
-218.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +2.2% |
| 7D | -9.7% | -1.1% | -8.6% | -8.1% |
| 30D | -17.8% | -1.0% | -16.9% | -16.6% |
| 3M | -26.2% | +3.2% | -29.4% | -29.8% |
| 6M | -28.8% | +12.5% | -41.3% | -40.0% |
| YTD | -22.4% | +14.1% | -36.5% | -36.2% |
| 1Y | -44.5% | +18.9% | -63.4% | -56.9% |
| 3Y | -34.5% | +74.1% | -108.5% | -70.2% |
| 5Y | -59.3% | +66.9% | -126.2% | -80.0% |
| All | +11.3% | +229.8% | -218.5% | -77.0% |
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