+2,993.7%
SHOP vs VTRS
-48.4%
+3,042.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -11.2% | -2.2% | -9.0% | -10.6% |
| 30D | -14.4% | +3.3% | -17.7% | -15.2% |
| 3M | +16.6% | +2.0% | +14.6% | +15.7% |
| 6M | -0.6% | +19.9% | -20.5% | -6.0% |
| YTD | -20.0% | +35.7% | -55.7% | -27.2% |
| 1Y | -11.2% | +68.1% | -79.3% | -24.1% |
| 3Y | +99.5% | +87.1% | +12.4% | +62.0% |
| 5Y | -13.2% | +47.6% | -60.9% | -27.0% |
| All | +2,993.7% | -48.4% | +3,042.0% | +2,897.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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