+8,524.1%
SHOP vs VFC
-57.4%
+8,581.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | +2.8% | +3.5% | -0.7% | +1.5% |
| 30D | -14.2% | +38.3% | -52.5% | -25.1% |
| 3M | -5.5% | +40.2% | -45.7% | -18.0% |
| 6M | +32.8% | +10.6% | +22.2% | +25.4% |
| YTD | -8.9% | +16.7% | -25.7% | -16.3% |
| 1Y | -7.7% | +45.0% | -52.7% | -22.9% |
| 3Y | +139.0% | +48.8% | +90.2% | +71.9% |
| 5Y | -0.5% | -67.6% | +67.0% | +37.2% |
| 10Y | +3,557.0% | -47.5% | +3,604.6% | +3,700.5% |
| All | +8,524.1% | -57.4% | +8,581.5% | +9,929.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling