+190.4%
ETN vs SHEL
+191.1%
-0.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.1% | +3.7% |
| 7D | +3.5% | +4.1% | -0.6% | +2.4% |
| 30D | -7.5% | +8.4% | -15.9% | -9.6% |
| 3M | +8.3% | +13.7% | -5.4% | +4.3% |
| 6M | +20.2% | +12.7% | +7.5% | +15.7% |
| YTD | +34.7% | +35.3% | -0.6% | +22.3% |
| 1Y | +19.4% | +39.4% | -19.9% | +7.4% |
| 3Y | +85.5% | +71.5% | +14.0% | +56.2% |
| All | +190.4% | +191.1% | -0.7% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling