+480.9%
SHEL vs VALE
+2,320.2%
-1,839.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.7% | +1.9% |
| 7D | +1.9% | +2.9% | -1.0% | +0.9% |
| 30D | +8.7% | +8.8% | -0.1% | +5.5% |
| 3M | +11.0% | +6.8% | +4.2% | +8.0% |
| 6M | +14.6% | +6.9% | +7.6% | +10.7% |
| YTD | +33.3% | +22.8% | +10.5% | +22.4% |
| 1Y | +37.9% | +61.3% | -23.4% | +15.3% |
| 3Y | +69.7% | +53.3% | +16.4% | +41.4% |
| 5Y | +190.2% | +44.9% | +145.3% | +136.7% |
| 10Y | +197.0% | +486.8% | -289.8% | +38.2% |
| All | +480.9% | +2,320.2% | -1,839.3% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling