+137.9%
SHOP vs VST
+229.5%
-91.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.2% | +0.1% | -4.7% |
| 7D | -13.9% | -19.9% | +6.0% | -10.0% |
| 30D | -12.6% | -29.7% | +17.1% | -6.0% |
| 3M | -0.3% | -19.6% | +19.2% | +3.5% |
| 6M | +33.6% | -29.4% | +63.0% | +41.2% |
| YTD | -10.7% | -29.7% | +19.0% | -6.4% |
| 1Y | -11.8% | -40.0% | +28.3% | -3.6% |
| All | +137.9% | +229.5% | -91.6% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling