+207.5%
SHEL vs BURL
+252.7%
-45.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -8.8% | +4.1% | -12.9% | -9.6% |
| 30D | +2.3% | -9.5% | +11.8% | +4.1% |
| 3M | +11.6% | -33.5% | +45.1% | +20.3% |
| 6M | +15.7% | -22.1% | +37.8% | +20.1% |
| YTD | +38.6% | -14.6% | +53.1% | +40.3% |
| 1Y | +38.5% | -8.4% | +46.8% | +37.5% |
| 3Y | +66.9% | +86.6% | -19.7% | +34.2% |
| 5Y | +160.6% | -17.2% | +177.7% | +150.5% |
| All | +207.5% | +252.7% | -45.2% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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