-11.6%
SHOP vs VO
+13.6%
-25.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.6% | -4.0% |
| 7D | -10.6% | -0.6% | -10.0% | -9.5% |
| 30D | -18.3% | -1.9% | -16.4% | -15.3% |
| 3M | +14.8% | +3.3% | +11.6% | +9.0% |
| 6M | -5.0% | +9.7% | -14.7% | -20.0% |
| YTD | -21.2% | +12.6% | -33.8% | -36.7% |
| 1Y | -11.6% | +13.6% | -25.3% | -28.8% |
| All | -11.6% | +13.6% | -25.2% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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