+13.8%
VRT vs SHOP
-6.2%
+20.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +7.3% | -20.2% | -12.8% |
| 7D | -15.4% | -9.0% | -6.4% | -15.0% |
| 30D | -19.0% | -4.4% | -14.5% | -18.6% |
| 3M | -23.8% | +24.1% | -47.9% | -23.4% |
| 6M | -37.9% | +20.0% | -57.8% | -36.5% |
| YTD | +27.0% | -4.9% | +31.9% | +39.6% |
| 1Y | +13.8% | -4.9% | +18.7% | +24.8% |
| All | +13.8% | -6.2% | +20.0% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 1y: compounded portfolio wealth divided by compounded SHOP 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…
1y analysis · Full analysis span regression · 6 months rolling