+8,552.4%
SHOP vs VCLT
+30.7%
+8,521.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | -1.2% | -2.3% | +1.0% | +1.1% |
| 30D | -14.7% | +0.8% | -15.5% | -15.3% |
| 3M | -7.2% | -2.7% | -4.5% | -4.5% |
| 6M | +54.2% | -4.3% | +58.5% | +61.6% |
| YTD | -8.6% | -4.3% | -4.3% | -4.1% |
| 1Y | +0.5% | -4.4% | +4.9% | +5.7% |
| 3Y | +135.9% | +13.8% | +122.2% | +107.9% |
| 5Y | -11.9% | -17.0% | +5.1% | +1.0% |
| 10Y | +3,608.8% | +20.9% | +3,587.9% | +3,304.1% |
| All | +8,552.4% | +30.7% | +8,521.7% | +7,567.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling