+220.3%
SHEL vs VFC
-48.6%
+269.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.8% |
| 7D | +0.8% | +1.6% | -0.8% | +0.5% |
| 30D | -3.6% | +25.5% | -29.1% | -7.5% |
| 3M | +12.0% | +41.3% | -29.2% | +5.1% |
| 6M | +19.7% | +22.2% | -2.5% | +14.1% |
| YTD | +39.6% | +16.4% | +23.2% | +33.1% |
| 1Y | +36.4% | +38.4% | -2.0% | +25.2% |
| 3Y | +70.2% | +56.2% | +14.0% | +34.2% |
| 5Y | +169.2% | -68.2% | +237.4% | +257.0% |
| All | +220.3% | -48.6% | +269.0% | +278.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling