+139.4%
SHOP vs VCLT
+16.4%
+123.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.6% |
| 7D | -2.5% | -0.6% | -1.9% | -1.8% |
| 30D | -16.7% | +2.8% | -19.5% | -19.2% |
| 3M | -2.2% | -0.4% | -1.8% | -1.6% |
| 6M | +45.6% | -3.1% | +48.7% | +51.0% |
| YTD | -7.3% | -2.7% | -4.6% | -4.2% |
| 1Y | -6.1% | -3.7% | -2.4% | -1.8% |
| All | +139.4% | +16.4% | +123.0% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling