+355.0%
SHOE vs VT
+356.5%
-1.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.5% |
| 7D | -1.2% | +2.4% | -3.6% | -3.7% |
| 30D | +8.5% | -1.5% | +10.0% | +10.5% |
| 3M | -4.9% | -4.1% | -0.8% | 0.0% |
| 6M | -8.4% | +0.6% | -9.0% | -9.1% |
| YTD | -11.2% | +11.0% | -22.2% | -21.5% |
| 1Y | -14.4% | +13.3% | -27.8% | -26.1% |
| 3Y | -29.8% | +73.4% | -103.2% | -62.1% |
| 5Y | -59.4% | +57.4% | -116.8% | -75.0% |
| 10Y | +18.2% | +221.7% | -203.5% | -63.7% |
| All | +355.0% | +356.5% | -1.5% | +13.8% |
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