+197.5%
SHEL vs VCIT
+30.3%
+167.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.2% |
| 7D | -6.7% | +0.1% | -6.8% | -6.7% |
| 30D | -2.9% | +1.1% | -4.0% | -3.5% |
| 3M | +9.1% | -1.4% | +10.4% | +9.9% |
| 6M | +17.9% | -2.3% | +20.2% | +19.4% |
| YTD | +36.0% | -1.8% | +37.8% | +37.2% |
| 1Y | +31.8% | -1.0% | +32.8% | +32.2% |
| 3Y | +66.9% | +19.3% | +47.6% | +47.9% |
| 5Y | +160.6% | +3.8% | +156.8% | +159.6% |
| 10Y | +197.5% | +30.6% | +167.0% | +180.4% |
| All | +197.5% | +30.3% | +167.3% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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