+1,917.9%
VRT vs SHOP
+1,029.9%
+888.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.1% | +7.5% | +9.1% |
| 7D | -10.6% | -2.7% | -7.9% | -10.3% |
| 30D | -17.4% | -11.0% | -6.4% | -15.0% |
| 3M | -26.4% | +0.3% | -26.7% | -27.2% |
| 6M | -41.0% | +37.7% | -78.7% | -47.7% |
| YTD | +23.8% | -5.5% | +29.4% | +19.3% |
| 1Y | +11.6% | -0.2% | +11.8% | +5.7% |
| 3Y | +403.5% | +151.9% | +251.6% | +255.1% |
| 5Y | +647.0% | -2.2% | +649.2% | +456.5% |
| All | +1,917.9% | +1,029.9% | +888.0% | +1,013.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling