+112.8%
SHOP vs VUG
+88.1%
+24.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -6.9% |
| 7D | -4.1% | +0.9% | -4.9% | -5.4% |
| 30D | -11.5% | -1.4% | -10.1% | -9.1% |
| 3M | +21.1% | +2.3% | +18.7% | +15.3% |
| 6M | +3.0% | +15.7% | -12.7% | -21.1% |
| YTD | -16.7% | +8.6% | -25.3% | -27.9% |
| 1Y | -8.3% | +14.1% | -22.3% | -26.5% |
| 3Y | +112.8% | +87.9% | +24.9% | -33.7% |
| All | +112.8% | +88.1% | +24.8% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling