+8,434.7%
SHOP vs VT
+220.1%
+8,214.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.1% | +0.4% | -5.6% | -5.8% |
| 30D | +0.6% | +1.0% | -0.4% | -0.9% |
| 3M | +25.0% | +2.4% | +22.7% | +19.4% |
| 6M | +11.9% | +12.0% | -0.1% | -9.4% |
| YTD | -9.9% | +15.3% | -25.2% | -30.5% |
| 1Y | 0.0% | +22.6% | -22.6% | -30.1% |
| 3Y | +117.5% | +74.7% | +42.8% | -11.6% |
| 5Y | -6.6% | +66.1% | -72.8% | -54.0% |
| 10Y | +3,320.3% | +225.0% | +3,095.3% | +608.4% |
| All | +8,434.7% | +220.1% | +8,214.6% | +1,640.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling