-14.3%
SHOP vs VTEB
+0.9%
-15.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +1.9% |
| 7D | -13.2% | -1.2% | -12.0% | -10.1% |
| 30D | -17.0% | -2.9% | -14.2% | -9.7% |
| 3M | +17.0% | -3.2% | +20.2% | +28.6% |
| 6M | -2.1% | -2.6% | +0.5% | +6.3% |
| YTD | -21.4% | -1.8% | -19.5% | -16.4% |
| 1Y | -11.0% | +0.2% | -11.2% | -10.3% |
| 3Y | +100.9% | +8.2% | +92.7% | +46.1% |
| All | -14.3% | +0.9% | -15.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 5y: compounded portfolio wealth divided by compounded VTEB 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…
5y analysis · Full analysis span regression · 6 months rolling