+3,569.5%
SHOP vs VCIT
+30.1%
+3,539.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.9% |
| 7D | -5.4% | +0.1% | -5.5% | -5.6% |
| 30D | -10.3% | +1.9% | -12.2% | -13.9% |
| 3M | +1.0% | -1.0% | +2.0% | +3.2% |
| 6M | +41.2% | -1.7% | +42.9% | +46.8% |
| YTD | -7.5% | -1.2% | -6.3% | -4.7% |
| 1Y | -4.6% | -0.5% | -4.1% | -2.9% |
| 3Y | +146.4% | +20.5% | +125.9% | +68.3% |
| 5Y | -2.5% | +3.6% | -6.1% | -13.8% |
| All | +3,569.5% | +30.1% | +3,539.4% | +2,789.6% |
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