+3,569.5%
SHOP vs VXUS
+137.8%
+3,431.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.4% | +3.4% |
| 7D | -5.4% | -1.8% | -3.7% | -2.5% |
| 30D | -10.3% | -4.6% | -5.7% | -3.0% |
| 3M | +1.0% | -6.1% | +7.1% | +12.2% |
| 6M | +41.2% | -4.9% | +46.1% | +51.2% |
| YTD | -7.5% | +8.1% | -15.5% | -20.8% |
| 1Y | -4.6% | +12.1% | -16.7% | -22.9% |
| 3Y | +146.4% | +63.9% | +82.6% | +9.4% |
| 5Y | -2.5% | +43.1% | -45.7% | -42.0% |
| All | +3,569.5% | +137.8% | +3,431.7% | +1,035.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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