-7.7%
SHOP vs VUG
+2.7%
-10.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.8% | -2.6% |
| 7D | +2.8% | -1.2% | +4.0% | +4.6% |
| 30D | -14.2% | -8.9% | -5.3% | -2.4% |
| 3M | -5.5% | -5.9% | +0.4% | +3.2% |
| 6M | +32.8% | -3.3% | +36.1% | +40.4% |
| YTD | -8.9% | +3.4% | -12.3% | -11.7% |
| 1Y | -7.7% | +1.9% | -9.6% | -7.5% |
| All | -7.7% | +2.7% | -10.4% | -7.5% |
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