+3,480.3%
SHOP vs VT
+214.8%
+3,265.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.1% | -2.0% | +1.4% |
| 7D | -13.9% | -4.2% | -9.7% | -6.6% |
| 30D | -12.6% | -5.8% | -6.8% | -2.1% |
| 3M | -0.3% | -5.2% | +4.9% | +10.8% |
| 6M | +33.6% | +0.1% | +33.4% | +32.6% |
| YTD | -10.7% | +8.2% | -18.9% | -23.1% |
| 1Y | -11.8% | +10.1% | -21.9% | -26.1% |
| 3Y | +133.9% | +69.7% | +64.2% | -3.9% |
| 5Y | -5.9% | +53.4% | -59.3% | -48.7% |
| All | +3,480.3% | +214.8% | +3,265.5% | +535.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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