+8,844.7%
SHOP vs VFC
-57.1%
+8,901.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.1% |
| 7D | -2.7% | +7.7% | -10.3% | -5.6% |
| 30D | -11.0% | +39.2% | -50.2% | -22.5% |
| 3M | +0.3% | +40.3% | -39.9% | -13.0% |
| 6M | +37.7% | +11.4% | +26.4% | +29.7% |
| YTD | -5.5% | +17.5% | -23.1% | -13.4% |
| 1Y | -0.2% | +45.9% | -46.1% | -16.9% |
| 3Y | +151.9% | +47.3% | +104.6% | +82.0% |
| 5Y | -2.2% | -67.2% | +65.0% | +34.3% |
| 10Y | +3,647.2% | -46.1% | +3,693.3% | +3,737.0% |
| All | +8,844.7% | -57.1% | +8,901.8% | +10,273.1% |
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