+8,434.7%
SHOP vs VFC
-72.6%
+8,507.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.5% |
| 7D | -5.1% | -1.6% | -3.5% | -4.5% |
| 30D | +0.6% | -11.6% | +12.2% | +5.7% |
| 3M | +25.0% | -18.1% | +43.1% | +34.1% |
| 6M | +11.9% | -27.4% | +39.3% | +25.4% |
| YTD | -9.9% | -24.8% | +15.0% | -0.6% |
| 1Y | 0.0% | -8.2% | +8.2% | -0.5% |
| 3Y | +117.5% | -29.1% | +146.6% | +111.3% |
| 5Y | -6.6% | -79.2% | +72.5% | +54.4% |
| 10Y | +3,320.3% | -68.1% | +3,388.4% | +4,304.2% |
| All | +8,434.7% | -72.6% | +8,507.3% | +11,814.0% |
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