+210.0%
SHEL vs FTV
+80.7%
+129.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.1% | -4.0% | +8.1% | +6.0% |
| 30D | +8.4% | -11.0% | +19.4% | +14.2% |
| 3M | +13.7% | -8.4% | +22.1% | +17.4% |
| 6M | +12.7% | -2.6% | +15.3% | +12.0% |
| YTD | +35.3% | -0.6% | +35.9% | +31.8% |
| 1Y | +39.4% | +11.0% | +28.4% | +27.8% |
| 3Y | +71.5% | -6.3% | +77.8% | +66.5% |
| 5Y | +195.0% | -1.5% | +196.6% | +170.5% |
| All | +210.0% | +80.7% | +129.3% | +117.1% |
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