-11.0%
SHOP vs VCLT
-3.8%
-7.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +1.8% |
| 7D | -13.2% | -1.3% | -11.9% | -11.3% |
| 30D | -17.0% | -1.1% | -15.9% | -15.3% |
| 3M | +17.0% | -3.7% | +20.7% | +24.2% |
| 6M | -2.1% | -4.0% | +1.9% | +4.3% |
| YTD | -21.4% | -3.4% | -18.0% | -17.0% |
| 1Y | -11.0% | -4.1% | -6.8% | -2.1% |
| All | -11.0% | -3.8% | -7.1% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling