+2,941.1%
SHOP vs VIAV
+401.3%
+2,539.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +1.5% |
| 7D | -13.2% | +11.2% | -24.4% | -17.2% |
| 30D | -17.0% | -2.6% | -14.4% | -17.9% |
| 3M | +17.0% | -20.1% | +37.1% | +20.6% |
| 6M | -2.1% | +25.8% | -28.0% | -24.3% |
| YTD | -21.4% | +109.9% | -131.2% | -55.7% |
| 1Y | -11.0% | +214.3% | -225.3% | -61.2% |
| 3Y | +100.9% | +281.6% | -180.7% | -26.9% |
| 5Y | -14.7% | +132.6% | -147.3% | -56.8% |
| All | +2,941.1% | +401.3% | +2,539.7% | +1,010.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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