+8,434.7%
SHOP vs VO
+199.3%
+8,235.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.2% |
| 7D | -5.1% | -0.3% | -4.8% | -4.6% |
| 30D | +0.6% | -0.3% | +0.9% | +1.3% |
| 3M | +25.0% | +2.9% | +22.1% | +19.5% |
| 6M | +11.9% | +9.3% | +2.6% | -3.2% |
| YTD | -9.9% | +14.2% | -24.1% | -27.1% |
| 1Y | 0.0% | +15.3% | -15.3% | -19.8% |
| 3Y | +117.5% | +56.2% | +61.2% | +14.7% |
| 5Y | -6.6% | +42.4% | -49.1% | -36.8% |
| 10Y | +3,320.3% | +194.7% | +3,125.6% | +851.6% |
| All | +8,434.7% | +199.3% | +8,235.4% | +2,213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling