+96.6%
SHEL vs NVT
+731.8%
-635.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | -0.9% |
| 7D | +4.1% | +4.1% | 0.0% | +2.5% |
| 30D | +8.4% | -5.1% | +13.5% | +10.0% |
| 3M | +13.7% | -1.2% | +14.9% | +12.2% |
| 6M | +12.7% | +46.6% | -33.9% | -6.9% |
| YTD | +35.3% | +60.0% | -24.7% | +7.2% |
| 1Y | +39.4% | +70.8% | -31.4% | +6.0% |
| 3Y | +71.5% | +187.5% | -116.1% | -6.4% |
| 5Y | +195.0% | +426.1% | -231.1% | +8.9% |
| All | +96.6% | +731.8% | -635.2% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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