+192.5%
SHEL vs VCLT
-17.3%
+209.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.5% |
| 7D | +3.9% | -1.3% | +5.2% | +4.0% |
| 30D | +7.0% | -1.1% | +8.1% | +7.0% |
| 3M | +12.5% | -3.7% | +16.2% | +12.8% |
| 6M | +14.8% | -4.0% | +18.8% | +15.1% |
| YTD | +34.2% | -3.4% | +37.6% | +34.4% |
| 1Y | +37.0% | -4.1% | +41.1% | +37.4% |
| 3Y | +70.9% | +11.0% | +59.9% | +68.7% |
| 5Y | +192.5% | -17.0% | +209.5% | +156.7% |
| All | +192.5% | -17.3% | +209.8% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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