+387.6%
EFA vs SHEL
+445.8%
-58.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -0.5% | +3.0% | -3.5% | -2.0% |
| 30D | -1.3% | +7.2% | -8.6% | -4.9% |
| 3M | +5.2% | +12.9% | -7.7% | -1.6% |
| 6M | +9.4% | +13.7% | -4.3% | +1.3% |
| YTD | +12.7% | +33.7% | -20.9% | -4.3% |
| 1Y | +19.3% | +37.9% | -18.6% | -0.6% |
| 3Y | +66.3% | +70.2% | -3.9% | +22.2% |
| 5Y | +53.4% | +192.3% | -139.0% | -19.2% |
| 10Y | +144.4% | +207.3% | -62.9% | +8.9% |
| All | +387.6% | +445.8% | -58.2% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 all: compounded portfolio wealth divided by compounded SHEL 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…
all analysis · Full analysis span regression · 6 months rolling