+3,608.8%
SHOP vs VT
+215.5%
+3,393.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.2% |
| 7D | -5.4% | -2.3% | -3.1% | -1.1% |
| 30D | -10.3% | -5.0% | -5.4% | -1.2% |
| 3M | +1.0% | -4.9% | +5.9% | +11.5% |
| 6M | +41.2% | -1.5% | +42.8% | +45.0% |
| YTD | -7.5% | +8.5% | -16.0% | -20.7% |
| 1Y | -4.6% | +11.4% | -15.9% | -21.8% |
| 3Y | +146.4% | +70.1% | +76.3% | +0.8% |
| 5Y | -2.5% | +53.7% | -56.3% | -47.1% |
| All | +3,608.8% | +215.5% | +3,393.3% | +555.7% |
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