+217.6%
SHEL vs VEA
+167.0%
+50.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.1% |
| 7D | +3.0% | +0.3% | +2.7% | +2.7% |
| 30D | +7.2% | +0.4% | +6.8% | +6.6% |
| 3M | +12.9% | +4.8% | +8.1% | +6.8% |
| 6M | +13.7% | +11.3% | +2.4% | -0.1% |
| YTD | +33.7% | +17.4% | +16.3% | +11.2% |
| 1Y | +37.9% | +26.2% | +11.7% | +6.5% |
| 3Y | +70.2% | +77.7% | -7.5% | -8.3% |
| 5Y | +192.3% | +60.9% | +131.4% | +72.5% |
| 10Y | +207.3% | +163.6% | +43.7% | +16.8% |
| All | +217.6% | +167.0% | +50.7% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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