+8,434.7%
SHOP vs VSH
+203.8%
+8,230.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -5.0% | -2.3% |
| 7D | -5.1% | +4.1% | -9.2% | -6.6% |
| 30D | +0.6% | -4.2% | +4.7% | +1.6% |
| 3M | +25.0% | -50.0% | +75.0% | +57.4% |
| 6M | +11.9% | +80.2% | -68.3% | -28.9% |
| YTD | -9.9% | +121.1% | -131.0% | -49.5% |
| 1Y | 0.0% | +112.0% | -112.0% | -43.0% |
| 3Y | +117.5% | +22.5% | +95.0% | +56.7% |
| 5Y | -6.6% | +64.0% | -70.7% | -42.1% |
| 10Y | +3,320.3% | +170.4% | +3,149.9% | +1,399.3% |
| All | +8,434.7% | +203.8% | +8,230.9% | +3,012.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling