+4,608.1%
SHOP vs VTEB
+26.0%
+4,582.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -4.5% |
| 7D | -10.6% | -0.7% | -9.9% | -9.5% |
| 30D | -18.3% | -2.1% | -16.2% | -15.2% |
| 3M | +14.8% | -2.7% | +17.5% | +20.5% |
| 6M | -5.0% | -2.1% | -2.9% | -1.1% |
| YTD | -21.2% | -1.1% | -20.1% | -19.3% |
| 1Y | -11.6% | +1.3% | -12.9% | -12.9% |
| 3Y | +101.2% | +9.0% | +92.2% | +73.8% |
| 5Y | -15.7% | +1.5% | -17.2% | -19.8% |
| 10Y | +2,989.4% | +18.5% | +2,970.9% | +2,543.8% |
| All | +4,608.1% | +26.0% | +4,582.2% | +3,485.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling