+258.6%
SHEL vs VCLT
+103.3%
+155.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.6% |
| 7D | +1.9% | +0.3% | +1.6% | +1.9% |
| 30D | +8.7% | -0.6% | +9.2% | +8.7% |
| 3M | +11.0% | -2.2% | +13.2% | +11.2% |
| 6M | +14.6% | -2.9% | +17.4% | +14.9% |
| YTD | +33.3% | -2.1% | +35.3% | +33.5% |
| 1Y | +37.9% | -2.6% | +40.5% | +38.2% |
| 3Y | +69.7% | +12.5% | +57.2% | +66.8% |
| 5Y | +190.2% | -15.3% | +205.4% | +192.7% |
| 10Y | +197.0% | +16.6% | +180.4% | +200.6% |
| All | +258.6% | +103.3% | +155.3% | +375.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling