+8,659.4%
SHOP vs VSH
+123.1%
+8,536.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.1% | +1.4% |
| 7D | -5.4% | -12.9% | +7.5% | -1.2% |
| 30D | -10.3% | -36.9% | +26.5% | +5.2% |
| 3M | +1.0% | -28.8% | +29.8% | +11.2% |
| 6M | +41.2% | -30.3% | +71.5% | +39.1% |
| YTD | -7.5% | +62.4% | -69.9% | -43.2% |
| 1Y | -4.6% | +62.5% | -67.1% | -41.6% |
| 3Y | +146.4% | +7.4% | +139.0% | +75.5% |
| 5Y | -2.5% | +25.4% | -28.0% | -34.9% |
| 10Y | +3,703.6% | +102.6% | +3,600.9% | +1,708.8% |
| All | +8,659.4% | +123.1% | +8,536.3% | +3,400.0% |
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 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