+179.0%
SHEL vs VCIT
+4.1%
+174.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.2% | -0.3% | +2.6% | +2.3% |
| 30D | +6.8% | -0.8% | +7.6% | +6.9% |
| 3M | +8.1% | -1.0% | +9.1% | +8.2% |
| 6M | +14.4% | -1.8% | +16.2% | +14.7% |
| YTD | +30.0% | -0.7% | +30.7% | +30.0% |
| 1Y | +33.3% | +1.0% | +32.3% | +32.9% |
| 3Y | +66.4% | +18.8% | +47.6% | +61.4% |
| All | +179.0% | +4.1% | +174.9% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling