-14.7%
SHOP vs VTV
+78.5%
-93.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +1.2% |
| 7D | -13.2% | -2.1% | -11.2% | -9.4% |
| 30D | -17.0% | -1.3% | -15.7% | -14.6% |
| 3M | +17.0% | +5.6% | +11.4% | +4.9% |
| 6M | -2.1% | +12.4% | -14.5% | -23.4% |
| YTD | -21.4% | +17.6% | -39.0% | -44.3% |
| 1Y | -11.0% | +23.5% | -34.5% | -43.0% |
| 3Y | +100.9% | +67.0% | +33.9% | -30.3% |
| 5Y | -14.7% | +80.5% | -95.2% | -71.9% |
| All | -14.7% | +78.5% | -93.2% | -71.9% |
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