-11.2%
SHOP vs VTV
+77.3%
-88.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | -0.2% |
| 7D | -1.2% | +2.9% | -4.1% | -6.8% |
| 30D | -14.7% | +3.8% | -18.5% | -20.7% |
| 3M | -7.2% | +1.6% | -8.8% | -9.8% |
| 6M | +54.2% | +11.2% | +43.0% | +24.4% |
| YTD | -8.6% | +22.0% | -30.6% | -40.1% |
| 1Y | +0.5% | +24.9% | -24.4% | -37.3% |
| 3Y | +135.9% | +78.5% | +57.5% | -30.6% |
| All | -11.2% | +77.3% | -88.5% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling