-15.7%
SHOP vs VEU
+56.2%
-71.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -3.9% |
| 7D | -10.6% | +0.3% | -10.9% | -11.0% |
| 30D | -18.3% | +0.7% | -19.0% | -19.2% |
| 3M | +14.8% | +4.7% | +10.1% | +3.1% |
| 6M | -5.0% | +11.6% | -16.7% | -27.5% |
| YTD | -21.2% | +16.8% | -38.0% | -46.3% |
| 1Y | -11.6% | +24.9% | -36.5% | -47.7% |
| 3Y | +101.2% | +75.7% | +25.5% | -46.6% |
| 5Y | -15.7% | +56.1% | -71.8% | -66.2% |
| All | -15.7% | +56.2% | -71.9% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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