+71.5%
SHEL vs EFV
+90.2%
-18.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.2% |
| 7D | +4.1% | -0.8% | +4.9% | +4.6% |
| 30D | +8.4% | +0.6% | +7.7% | +7.9% |
| 3M | +13.7% | +7.5% | +6.2% | +8.4% |
| 6M | +12.7% | +13.0% | -0.3% | +3.3% |
| YTD | +35.3% | +18.3% | +17.0% | +19.7% |
| 1Y | +39.4% | +26.7% | +12.6% | +16.9% |
| 3Y | +71.5% | +89.6% | -18.1% | +5.1% |
| All | +71.5% | +90.2% | -18.8% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling