+325.3%
SHEL vs EFV
+253.2%
+72.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.2% |
| 7D | +3.0% | -0.5% | +3.5% | +3.5% |
| 30D | +7.2% | 0.0% | +7.2% | +7.1% |
| 3M | +12.9% | +8.4% | +4.5% | +4.0% |
| 6M | +13.7% | +12.3% | +1.4% | +0.3% |
| YTD | +33.7% | +17.4% | +16.3% | +12.9% |
| 1Y | +37.9% | +27.1% | +10.7% | +7.5% |
| 3Y | +70.2% | +90.7% | -20.5% | -11.9% |
| 5Y | +192.3% | +95.6% | +96.7% | +47.8% |
| 10Y | +207.3% | +165.3% | +42.0% | +23.4% |
| All | +325.3% | +253.2% | +72.1% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling