+210.0%
SHEL vs VFC
-69.1%
+279.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.5% | +0.1% |
| 7D | +4.1% | -1.4% | +5.5% | +4.3% |
| 30D | +8.4% | -9.0% | +17.4% | +10.1% |
| 3M | +13.7% | -24.2% | +37.9% | +18.3% |
| 6M | +12.7% | -18.5% | +31.2% | +14.8% |
| YTD | +35.3% | -25.9% | +61.2% | +39.8% |
| 1Y | +39.4% | -13.0% | +52.4% | +38.3% |
| 3Y | +71.5% | -20.3% | +91.8% | +54.3% |
| 5Y | +195.0% | -78.1% | +273.1% | +306.8% |
| All | +210.0% | -69.1% | +279.1% | +292.5% |
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