0.0%
SHOP vs VUG
+15.8%
-15.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | +0.2% |
| 7D | -5.1% | -0.1% | -5.0% | -4.9% |
| 30D | +0.6% | -0.3% | +0.9% | +1.3% |
| 3M | +25.0% | -0.7% | +25.7% | +27.6% |
| 6M | +11.9% | +14.6% | -2.7% | -12.2% |
| YTD | -9.9% | +9.0% | -18.9% | -20.6% |
| 1Y | 0.0% | +14.9% | -14.9% | -21.5% |
| All | 0.0% | +15.8% | -15.8% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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