+189.2%
SHOP vs VLTO
+56.1%
+133.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.4% |
| 7D | -2.7% | +2.0% | -4.7% | -4.2% |
| 30D | -11.0% | +21.8% | -32.8% | -25.3% |
| 3M | +0.3% | +20.2% | -19.9% | -14.8% |
| 6M | +37.7% | +36.3% | +1.4% | +4.8% |
| YTD | -5.5% | +18.8% | -24.4% | -18.7% |
| 1Y | -0.2% | +20.4% | -20.6% | -15.5% |
| 3Y | +151.9% | +71.9% | +80.0% | +57.3% |
| All | +189.2% | +56.1% | +133.1% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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