-5.6%
SHOP vs VO
+42.6%
-48.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.1% |
| 7D | -5.1% | -0.3% | -4.8% | -4.4% |
| 30D | +0.6% | -0.3% | +0.9% | +1.5% |
| 3M | +25.0% | +2.9% | +22.1% | +17.3% |
| 6M | +11.9% | +9.3% | +2.6% | -8.8% |
| YTD | -9.9% | +14.2% | -24.1% | -33.2% |
| 1Y | 0.0% | +15.3% | -15.3% | -27.1% |
| 3Y | +117.5% | +56.2% | +61.2% | -17.5% |
| All | -5.6% | +42.6% | -48.2% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling