+175.9%
SHOP vs VLTO
+27.2%
+148.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.8% |
| 7D | -5.1% | -2.3% | -2.8% | -3.1% |
| 30D | +0.6% | -0.9% | +1.5% | +1.3% |
| 3M | +25.0% | +13.8% | +11.2% | +11.7% |
| 6M | +11.9% | +2.0% | +9.9% | +10.1% |
| YTD | -9.9% | -3.2% | -6.7% | -7.1% |
| 1Y | 0.0% | -9.2% | +9.1% | +8.5% |
| All | +175.9% | +27.2% | +148.8% | +116.0% |
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 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