+3,647.2%
SHOP vs VCIT
+30.2%
+3,616.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.0% |
| 7D | -2.7% | +0.7% | -3.4% | -4.1% |
| 30D | -11.0% | +1.8% | -12.8% | -14.3% |
| 3M | +0.3% | -1.1% | +1.4% | +2.8% |
| 6M | +37.7% | -1.7% | +39.4% | +43.1% |
| YTD | -5.5% | -1.1% | -4.4% | -2.8% |
| 1Y | -0.2% | -0.4% | +0.1% | +1.3% |
| 3Y | +151.9% | +20.5% | +131.4% | +72.0% |
| 5Y | -2.2% | +3.8% | -6.0% | -13.7% |
| 10Y | +3,647.2% | +31.2% | +3,616.0% | +2,846.8% |
| All | +3,647.2% | +30.2% | +3,616.9% | +2,846.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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