+70.0%
SHEL vs VFC
-28.4%
+98.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.4% |
| 7D | +3.9% | -3.3% | +7.2% | +4.1% |
| 30D | +7.0% | -14.0% | +21.0% | +7.6% |
| 3M | +12.5% | -22.6% | +35.0% | +13.4% |
| 6M | +14.8% | -24.7% | +39.5% | +15.6% |
| YTD | +34.2% | -29.0% | +63.1% | +35.5% |
| 1Y | +37.0% | -13.8% | +50.8% | +36.3% |
| All | +70.0% | -28.4% | +98.4% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling