+8,434.7%
SHOP vs VTR
+85.3%
+8,349.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | -5.1% | -1.7% | -3.4% | -4.7% |
| 30D | +0.6% | -2.4% | +3.0% | +1.2% |
| 3M | +25.0% | +14.8% | +10.2% | +20.5% |
| 6M | +11.9% | +5.3% | +6.6% | +9.9% |
| YTD | -9.9% | +18.1% | -28.0% | -14.2% |
| 1Y | 0.0% | +36.7% | -36.8% | -8.8% |
| 3Y | +117.5% | +130.1% | -12.6% | +72.0% |
| 5Y | -6.6% | +89.5% | -96.1% | -23.2% |
| 10Y | +3,320.3% | +87.4% | +3,233.0% | +2,640.9% |
| All | +8,434.7% | +85.3% | +8,349.4% | +5,934.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling