-2.9%
SHOP vs VUG
+57.0%
-59.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +1.9% |
| 7D | -5.4% | -3.4% | -2.1% | +0.7% |
| 30D | -10.3% | -11.1% | +0.8% | +11.7% |
| 3M | +1.0% | -7.2% | +8.2% | +16.6% |
| 6M | +41.2% | -4.1% | +45.4% | +50.7% |
| YTD | -7.5% | +1.4% | -8.9% | -10.9% |
| 1Y | -4.6% | +1.9% | -6.5% | -8.8% |
| 3Y | +146.4% | +77.7% | +68.7% | -20.3% |
| All | -2.9% | +57.0% | -59.9% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling