+3,781.0%
SHOP vs VCLT
+21.5%
+3,759.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | -1.2% | -2.3% | +1.0% | +1.2% |
| 30D | -14.7% | +0.8% | -15.5% | -15.4% |
| 3M | -7.2% | -2.7% | -4.5% | -4.5% |
| 6M | +54.2% | -4.3% | +58.5% | +61.7% |
| YTD | -8.6% | -4.3% | -4.3% | -4.0% |
| 1Y | +0.5% | -4.4% | +4.9% | +5.8% |
| 3Y | +135.9% | +13.8% | +122.2% | +107.1% |
| 5Y | -11.9% | -17.0% | +5.1% | +0.8% |
| All | +3,781.0% | +21.5% | +3,759.5% | +3,799.5% |
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