+2,941.1%
SHOP vs VGT
+809.1%
+2,132.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +1.3% |
| 7D | -13.2% | -1.0% | -12.2% | -11.9% |
| 30D | -17.0% | -0.4% | -16.6% | -16.6% |
| 3M | +17.0% | +6.6% | +10.4% | +3.4% |
| 6M | -2.1% | +31.0% | -33.2% | -37.2% |
| YTD | -21.4% | +27.2% | -48.6% | -47.1% |
| 1Y | -11.0% | +34.5% | -45.4% | -44.5% |
| 3Y | +100.9% | +123.1% | -22.2% | -39.6% |
| 5Y | -14.7% | +135.1% | -149.8% | -73.1% |
| All | +2,941.1% | +809.1% | +2,132.0% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling