+139.0%
SHOP vs VLTO
+72.9%
+66.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +2.8% | +1.6% | +1.2% | +1.6% |
| 30D | -14.2% | +22.0% | -36.1% | -27.6% |
| 3M | -5.5% | +21.9% | -27.4% | -20.2% |
| 6M | +32.8% | +36.5% | -3.7% | +1.9% |
| YTD | -8.9% | +19.0% | -27.9% | -21.2% |
| 1Y | -7.7% | +21.0% | -28.7% | -21.7% |
| 3Y | +139.0% | +69.9% | +69.1% | +81.1% |
| All | +139.0% | +72.9% | +66.1% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling