-4.6%
SHOP vs VLTO
+18.3%
-22.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.3% |
| 7D | -5.4% | +5.4% | -10.8% | -8.5% |
| 30D | -10.3% | +22.3% | -32.6% | -22.7% |
| 3M | +1.0% | +19.6% | -18.6% | -11.4% |
| 6M | +41.2% | +35.2% | +6.1% | +13.9% |
| YTD | -7.5% | +17.9% | -25.3% | -18.0% |
| 1Y | -4.6% | +19.5% | -24.1% | -15.3% |
| All | -4.6% | +18.3% | -22.8% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling