+3,259.3%
SHOP vs VCIT
+29.2%
+3,230.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.1% | -0.3% | -4.8% | -4.4% |
| 30D | +0.6% | -0.8% | +1.4% | +2.3% |
| 3M | +25.0% | -1.0% | +26.0% | +28.1% |
| 6M | +11.9% | -1.8% | +13.7% | +17.0% |
| YTD | -9.9% | -0.7% | -9.2% | -8.0% |
| 1Y | 0.0% | +1.0% | -1.0% | -1.3% |
| 3Y | +117.5% | +18.8% | +98.6% | +53.1% |
| 5Y | -6.6% | +3.5% | -10.1% | -17.4% |
| All | +3,259.3% | +29.2% | +3,230.1% | +2,637.8% |
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