-11.2%
SHOP vs VTR
+33.3%
-44.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | -11.2% | -0.3% | -10.9% | -11.3% |
| 30D | -14.4% | +1.1% | -15.5% | -14.2% |
| 3M | +16.6% | +7.9% | +8.7% | +21.3% |
| 6M | -0.6% | +6.2% | -6.7% | +3.3% |
| YTD | -20.0% | +17.7% | -37.7% | -12.8% |
| 1Y | -11.2% | +32.9% | -44.1% | +1.4% |
| All | -11.2% | +33.3% | -44.5% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling