+162.6%
SHEL vs VCIT
+3.7%
+158.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.8% | -1.4% | +2.2% | +1.0% |
| 30D | -3.6% | +0.6% | -4.1% | -3.6% |
| 3M | +12.0% | -2.2% | +14.3% | +12.3% |
| 6M | +19.7% | -2.3% | +22.0% | +20.0% |
| YTD | +39.6% | -2.2% | +41.8% | +39.9% |
| 1Y | +36.4% | -1.4% | +37.8% | +36.5% |
| 3Y | +70.2% | +18.7% | +51.5% | +64.9% |
| All | +162.6% | +3.7% | +158.9% | +95.8% |
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