+2,989.4%
SHOP vs VUG
+410.7%
+2,578.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -4.6% |
| 7D | -10.6% | +0.1% | -10.7% | -10.7% |
| 30D | -18.3% | -1.7% | -16.6% | -15.6% |
| 3M | +14.8% | +2.8% | +12.0% | +8.3% |
| 6M | -5.0% | +13.6% | -18.6% | -24.5% |
| YTD | -21.2% | +8.1% | -29.3% | -31.2% |
| 1Y | -11.6% | +13.1% | -24.7% | -27.9% |
| 3Y | +101.2% | +87.0% | +14.3% | -26.4% |
| 5Y | -15.7% | +76.0% | -91.7% | -61.0% |
| 10Y | +2,989.4% | +420.5% | +2,568.9% | +163.4% |
| All | +2,989.4% | +410.7% | +2,578.8% | +163.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling