+112.8%
SHOP vs VFC
-25.9%
+138.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.9% | -5.7% | -6.9% |
| 7D | -4.1% | +0.8% | -4.9% | -4.3% |
| 30D | -11.5% | -11.9% | +0.4% | -7.6% |
| 3M | +21.1% | -20.2% | +41.2% | +29.6% |
| 6M | +3.0% | -23.0% | +26.0% | +11.3% |
| YTD | -16.7% | -26.2% | +9.5% | -8.7% |
| 1Y | -8.3% | -13.3% | +5.0% | -6.2% |
| 3Y | +112.8% | -25.5% | +138.3% | +94.2% |
| All | +112.8% | -25.9% | +138.7% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling