+175.0%
SHEL vs FTV
+90.8%
+84.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +1.1% |
| 7D | +2.2% | -4.5% | +6.7% | +4.3% |
| 30D | +6.8% | -7.1% | +13.9% | +10.3% |
| 3M | +8.1% | -7.2% | +15.3% | +10.8% |
| 6M | +14.4% | -1.5% | +15.9% | +13.3% |
| YTD | +30.0% | +3.5% | +26.5% | +24.4% |
| 1Y | +33.3% | +20.3% | +13.0% | +17.6% |
| 3Y | +66.4% | -3.1% | +69.6% | +59.3% |
| 5Y | +178.6% | +2.3% | +176.2% | +151.1% |
| 10Y | +198.4% | +76.3% | +122.1% | +97.8% |
| All | +175.0% | +90.8% | +84.2% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling