-2.2%
SHOP vs VFC
-67.1%
+64.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.0% |
| 7D | -2.7% | +7.7% | -10.3% | -5.8% |
| 30D | -11.0% | +39.2% | -50.2% | -23.4% |
| 3M | +0.3% | +40.3% | -39.9% | -14.0% |
| 6M | +37.7% | +11.4% | +26.4% | +28.9% |
| YTD | -5.5% | +17.5% | -23.1% | -14.2% |
| 1Y | -0.2% | +45.9% | -46.1% | -18.3% |
| 3Y | +151.9% | +47.3% | +104.6% | +69.6% |
| 5Y | -2.2% | -67.2% | +65.0% | +129.9% |
| All | -2.2% | -67.1% | +64.9% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling