+204.1%
SHEL vs VCIT
+29.7%
+174.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -5.8% | +0.7% | -6.5% | -6.2% |
| 30D | -1.3% | +1.8% | -3.1% | -2.3% |
| 3M | +12.7% | -1.6% | +14.3% | +13.7% |
| 6M | +19.9% | -2.1% | +22.0% | +21.2% |
| YTD | +38.3% | -1.6% | +39.8% | +39.2% |
| 1Y | +35.7% | -0.8% | +36.5% | +35.9% |
| 3Y | +71.7% | +19.9% | +51.8% | +51.6% |
| 5Y | +158.4% | +3.3% | +155.1% | +159.1% |
| 10Y | +204.1% | +30.6% | +173.4% | +186.6% |
| All | +204.1% | +29.7% | +174.4% | +186.6% |
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