+96.1%
SHOP vs VWO
+61.8%
+34.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +1.8% |
| 7D | -13.2% | -1.7% | -11.5% | -11.3% |
| 30D | -17.0% | -0.3% | -16.7% | -16.7% |
| 3M | +17.0% | +4.0% | +13.0% | +10.1% |
| 6M | -2.1% | +8.1% | -10.2% | -13.8% |
| YTD | -21.4% | +11.6% | -33.0% | -34.3% |
| 1Y | -11.0% | +16.2% | -27.2% | -29.4% |
| All | +96.1% | +61.8% | +34.3% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling