+2,993.7%
SHOP vs VWO
+117.1%
+2,876.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.8% |
| 7D | -11.2% | -1.8% | -9.5% | -9.0% |
| 30D | -14.4% | -0.1% | -14.3% | -14.2% |
| 3M | +16.6% | +2.2% | +14.3% | +12.1% |
| 6M | -0.6% | +8.8% | -9.3% | -12.9% |
| YTD | -20.0% | +12.4% | -32.4% | -33.3% |
| 1Y | -11.2% | +15.6% | -26.8% | -28.3% |
| 3Y | +99.5% | +62.5% | +37.0% | +1.7% |
| 5Y | -13.2% | +34.3% | -47.5% | -39.2% |
| All | +2,993.7% | +117.1% | +2,876.6% | +1,199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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