-7.7%
SHOP vs VFC
+41.4%
-49.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | +2.8% | +3.5% | -0.7% | +1.6% |
| 30D | -14.2% | +38.3% | -52.5% | -24.8% |
| 3M | -5.5% | +40.2% | -45.7% | -17.9% |
| 6M | +32.8% | +10.6% | +22.2% | +25.0% |
| YTD | -8.9% | +16.7% | -25.7% | -15.1% |
| 1Y | -7.7% | +45.0% | -52.7% | -17.3% |
| All | -7.7% | +41.4% | -49.1% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling