+339.9%
SHOE vs VT
+374.2%
-34.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +2.8% | +0.4% | +2.3% | +2.3% |
| 30D | -9.9% | +1.0% | -10.8% | -10.9% |
| 3M | -17.2% | +2.4% | -19.6% | -19.7% |
| 6M | -28.6% | +12.0% | -40.6% | -37.5% |
| YTD | -14.1% | +15.3% | -29.5% | -27.5% |
| 1Y | -43.6% | +22.6% | -66.2% | -55.5% |
| 3Y | -34.6% | +74.7% | -109.2% | -65.0% |
| 5Y | -57.6% | +66.1% | -123.7% | -75.5% |
| 10Y | +26.1% | +225.0% | -198.9% | -62.0% |
| All | +339.9% | +374.2% | -34.2% | +5.2% |
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