+220.3%
SHEL vs FTV
+109.2%
+111.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.8% | +3.9% | -3.1% | -1.0% |
| 30D | -3.6% | +18.7% | -22.2% | -11.2% |
| 3M | +12.0% | +10.0% | +2.0% | +6.6% |
| 6M | +19.7% | +14.6% | +5.1% | +10.8% |
| YTD | +39.6% | +23.4% | +16.2% | +22.6% |
| 1Y | +36.4% | +31.3% | +5.1% | +15.8% |
| 3Y | +70.2% | +39.8% | +30.4% | +34.3% |
| 5Y | +169.2% | +17.7% | +151.5% | +128.5% |
| All | +220.3% | +109.2% | +111.1% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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