-15.7%
SHOP vs VEA
+60.9%
-76.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -3.8% |
| 7D | -10.6% | +0.3% | -10.9% | -11.0% |
| 30D | -18.3% | +0.4% | -18.7% | -18.8% |
| 3M | +14.8% | +4.8% | +10.0% | +3.4% |
| 6M | -5.0% | +11.3% | -16.3% | -25.9% |
| YTD | -21.2% | +17.4% | -38.6% | -45.8% |
| 1Y | -11.6% | +26.2% | -37.8% | -47.5% |
| 3Y | +101.2% | +77.7% | +23.5% | -43.9% |
| 5Y | -15.7% | +60.9% | -76.6% | -66.6% |
| All | -15.7% | +60.9% | -76.6% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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