+2,989.4%
SHOP vs VMC
+146.8%
+2,842.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.2% | -3.8% |
| 7D | -10.6% | -5.3% | -5.3% | -8.1% |
| 30D | -18.3% | -12.3% | -6.0% | -12.7% |
| 3M | +14.8% | -10.3% | +25.1% | +21.1% |
| 6M | -5.0% | -8.6% | +3.5% | -1.4% |
| YTD | -21.2% | -11.9% | -9.4% | -17.4% |
| 1Y | -11.6% | -13.9% | +2.3% | -6.3% |
| 3Y | +101.2% | +18.2% | +83.1% | +82.2% |
| 5Y | -15.7% | +47.7% | -63.4% | -28.8% |
| 10Y | +2,989.4% | +152.5% | +2,836.9% | +2,207.4% |
| All | +2,989.4% | +146.8% | +2,842.7% | +2,207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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