-10.8%
SHOP vs VCLT
-15.4%
+4.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.5% | -7.5% |
| 7D | -4.1% | +0.3% | -4.4% | -4.5% |
| 30D | -11.5% | -0.6% | -11.0% | -10.8% |
| 3M | +21.1% | -2.2% | +23.3% | +24.9% |
| 6M | +3.0% | -2.9% | +5.9% | +7.4% |
| YTD | -16.7% | -2.1% | -14.6% | -14.1% |
| 1Y | -8.3% | -2.6% | -5.7% | -4.7% |
| 3Y | +112.8% | +12.5% | +100.3% | +79.0% |
| All | -10.8% | -15.4% | +4.5% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling