+188.8%
SHEL vs EFV
+95.9%
+92.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | 0.0% |
| 7D | +4.1% | -0.8% | +4.9% | +4.8% |
| 30D | +8.4% | +0.6% | +7.7% | +7.7% |
| 3M | +13.7% | +7.5% | +6.2% | +6.8% |
| 6M | +12.7% | +13.0% | -0.3% | +0.7% |
| YTD | +35.3% | +18.3% | +17.0% | +15.9% |
| 1Y | +39.4% | +26.7% | +12.6% | +12.0% |
| 3Y | +71.5% | +89.6% | -18.1% | -7.1% |
| All | +188.8% | +95.9% | +92.9% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling