+290.8%
SHEL vs VEU
+190.9%
+99.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.9% |
| 7D | +1.9% | +1.7% | +0.3% | +0.3% |
| 30D | +8.7% | +1.0% | +7.7% | +7.5% |
| 3M | +11.0% | +5.6% | +5.3% | +4.4% |
| 6M | +14.6% | +13.7% | +0.9% | -0.9% |
| YTD | +33.3% | +17.7% | +15.6% | +11.3% |
| 1Y | +37.9% | +25.8% | +12.1% | +7.7% |
| 3Y | +69.7% | +77.1% | -7.4% | -6.3% |
| 5Y | +190.2% | +57.1% | +133.0% | +78.9% |
| 10Y | +197.0% | +149.8% | +47.2% | +23.0% |
| All | +290.8% | +190.9% | +99.9% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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