+2,989.4%
SHOP vs VFC
-69.4%
+3,058.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -4.6% |
| 7D | -10.6% | -2.3% | -8.3% | -9.7% |
| 30D | -18.3% | -13.4% | -4.9% | -13.5% |
| 3M | +14.8% | -23.7% | +38.5% | +26.6% |
| 6M | -5.0% | -24.5% | +19.4% | +4.7% |
| YTD | -21.2% | -27.8% | +6.6% | -11.8% |
| 1Y | -11.6% | -13.5% | +1.8% | -9.7% |
| 3Y | +101.2% | -27.1% | +128.3% | +93.3% |
| 5Y | -15.7% | -79.0% | +63.3% | +36.8% |
| 10Y | +2,989.4% | -68.7% | +3,058.2% | +4,602.9% |
| All | +2,989.4% | -69.4% | +3,058.8% | +4,602.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling