+3,781.0%
SHOP vs VTR
+130.3%
+3,650.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -14.7% | +5.5% | -20.2% | -15.9% |
| 3M | -7.2% | -0.9% | -6.3% | -7.2% |
| 6M | +54.2% | -0.4% | +54.6% | +53.6% |
| YTD | -8.6% | +17.0% | -25.7% | -12.8% |
| 1Y | +0.5% | +18.0% | -17.4% | -4.4% |
| 3Y | +135.9% | +127.4% | +8.6% | +87.3% |
| 5Y | -11.9% | +92.3% | -104.2% | -27.5% |
| All | +3,781.0% | +130.3% | +3,650.7% | +3,125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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