+173.4%
SHOP vs VLTO
+54.1%
+119.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.7% |
| 7D | -13.9% | +12.0% | -25.9% | -22.1% |
| 30D | -12.6% | +20.8% | -33.4% | -26.2% |
| 3M | -0.3% | +20.1% | -20.5% | -15.4% |
| 6M | +33.6% | +32.6% | +0.9% | +4.1% |
| YTD | -10.7% | +17.3% | -28.0% | -22.3% |
| 1Y | -11.8% | +17.3% | -29.1% | -23.6% |
| 3Y | +133.9% | +66.9% | +66.9% | +50.5% |
| All | +173.4% | +54.1% | +119.3% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling