+3,557.0%
SHOP vs VST
+1,174.0%
+2,383.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.5% | -3.1% |
| 7D | +2.8% | -6.0% | +8.9% | +3.8% |
| 30D | -14.2% | -18.8% | +4.6% | -10.3% |
| 3M | -5.5% | -8.0% | +2.5% | -4.8% |
| 6M | +32.8% | -10.9% | +43.7% | +32.9% |
| YTD | -8.9% | -18.3% | +9.4% | -7.6% |
| 1Y | -7.7% | -29.9% | +22.2% | -2.4% |
| 3Y | +139.0% | +290.3% | -151.3% | +42.2% |
| 5Y | -0.5% | +635.3% | -635.8% | -49.8% |
| 10Y | +3,557.0% | +1,162.4% | +2,394.7% | +1,459.3% |
| All | +3,557.0% | +1,174.0% | +2,383.0% | +1,459.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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