-5.0%
SHOP vs VTEB
-2.1%
-2.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -1.7% |
| 7D | -10.6% | -0.7% | -9.9% | -6.1% |
| 30D | -18.3% | -2.1% | -16.2% | -5.3% |
| 3M | +14.8% | -2.7% | +17.5% | +36.7% |
| 6M | -5.0% | -2.1% | -2.9% | +10.9% |
| All | -5.0% | -2.1% | -2.9% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling