+6.8%
VRT vs SHOP
-3.2%
+10.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.1% | +7.5% | +9.6% |
| 7D | -10.6% | -2.7% | -7.9% | -10.4% |
| 30D | -17.4% | -11.0% | -6.4% | -17.2% |
| 3M | -26.4% | +0.3% | -26.7% | -26.1% |
| 6M | -41.0% | +37.7% | -78.7% | -40.2% |
| YTD | +23.8% | -5.5% | +29.4% | +34.8% |
| All | +6.8% | -3.2% | +10.1% | +15.2% |
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