+3,772.8%
SHOP vs VSH
+124.9%
+3,648.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +3.0% | +0.1% |
| 7D | +2.1% | +26.2% | -24.1% | -6.9% |
| 30D | -16.8% | -12.5% | -4.3% | -14.2% |
| 3M | -2.4% | -16.9% | +14.5% | +1.1% |
| 6M | +47.0% | -17.0% | +64.0% | +35.1% |
| YTD | -8.8% | +93.8% | -102.6% | -48.0% |
| 1Y | -6.3% | +99.3% | -105.6% | -47.4% |
| 3Y | +139.3% | +35.0% | +104.3% | +54.1% |
| 5Y | -12.1% | +45.8% | -57.9% | -44.8% |
| All | +3,772.8% | +124.9% | +3,648.0% | +1,817.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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