-59.2%
SHOE vs VT
+59.8%
-119.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -1.9% |
| 7D | -8.7% | -0.7% | -8.0% | -7.8% |
| 30D | +9.8% | -1.7% | +11.5% | +12.4% |
| 3M | -6.7% | -2.3% | -4.4% | -3.7% |
| 6M | -12.7% | +1.5% | -14.2% | -14.7% |
| YTD | -10.2% | +12.0% | -22.3% | -23.6% |
| 1Y | -11.1% | +12.9% | -24.0% | -25.2% |
| 3Y | -29.1% | +74.9% | -104.1% | -66.8% |
| 5Y | -59.2% | +59.9% | -119.1% | -77.5% |
| All | -59.2% | +59.8% | -119.0% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling