+16.6%
SHOE vs VT
+222.7%
-206.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.3% |
| 7D | -6.5% | +2.9% | -9.3% | -10.1% |
| 30D | +8.4% | -2.5% | +10.9% | +12.5% |
| 3M | -7.0% | -3.3% | -3.6% | -2.3% |
| 6M | -10.7% | +1.5% | -12.2% | -13.0% |
| YTD | -12.2% | +11.4% | -23.5% | -25.3% |
| 1Y | -12.5% | +11.9% | -24.4% | -26.1% |
| 3Y | -30.6% | +73.9% | -104.5% | -68.6% |
| 5Y | -59.8% | +57.9% | -117.7% | -78.6% |
| All | +16.6% | +222.7% | -206.0% | -76.5% |
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