+210.0%
SHEL vs VALE
+526.3%
-316.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.0% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | +8.4% | +8.6% | -0.3% | +5.3% |
| 3M | +13.7% | +2.0% | +11.7% | +12.4% |
| 6M | +12.7% | +2.1% | +10.6% | +10.5% |
| YTD | +35.3% | +20.2% | +15.1% | +24.8% |
| 1Y | +39.4% | +55.2% | -15.8% | +17.3% |
| 3Y | +71.5% | +45.9% | +25.6% | +44.3% |
| 5Y | +195.0% | +41.4% | +153.6% | +140.2% |
| All | +210.0% | +526.3% | -316.3% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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