+2,993.7%
SHOP vs VCLT
+17.1%
+2,976.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -11.2% | -1.4% | -9.9% | -10.0% |
| 30D | -14.4% | -1.2% | -13.2% | -13.2% |
| 3M | +16.6% | -4.8% | +21.4% | +22.8% |
| 6M | -0.6% | -2.6% | +2.0% | +2.5% |
| YTD | -20.0% | -3.3% | -16.6% | -16.9% |
| 1Y | -11.2% | -4.8% | -6.4% | -6.2% |
| 3Y | +99.5% | +11.5% | +88.0% | +78.9% |
| 5Y | -13.2% | -17.0% | +3.7% | -0.9% |
| All | +2,993.7% | +17.1% | +2,976.6% | +2,893.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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