-11.2%
SHOP vs VTV
+24.1%
-35.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.9% |
| 7D | -11.2% | -1.1% | -10.1% | -10.1% |
| 30D | -14.4% | -1.0% | -13.3% | -13.3% |
| 3M | +16.6% | +4.6% | +11.9% | +11.9% |
| 6M | -0.6% | +13.5% | -14.1% | -14.6% |
| YTD | -20.0% | +18.5% | -38.5% | -36.8% |
| 1Y | -11.2% | +22.9% | -34.1% | -34.3% |
| All | -11.2% | +24.1% | -35.3% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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