+43.3%
SHEL vs VFC
+52.5%
-9.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.7% | -2.0% |
| 7D | -3.2% | +21.5% | -24.6% | -2.0% |
| 30D | +5.5% | +46.7% | -41.1% | +8.0% |
| 3M | +14.4% | +38.4% | -24.0% | +16.7% |
| 6M | +16.2% | +15.2% | +0.9% | +17.9% |
| YTD | +42.4% | +17.8% | +24.6% | +45.4% |
| 1Y | +43.3% | +55.6% | -12.3% | +43.3% |
| All | +43.3% | +52.5% | -9.2% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling