+192.3%
SHEL vs VFC
-78.7%
+271.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | +3.0% | -2.3% | +5.4% | +3.2% |
| 30D | +7.2% | -13.4% | +20.6% | +8.2% |
| 3M | +12.9% | -23.7% | +36.6% | +14.5% |
| 6M | +13.7% | -24.5% | +38.2% | +15.0% |
| YTD | +33.7% | -27.8% | +61.5% | +35.6% |
| 1Y | +37.9% | -13.5% | +51.3% | +37.3% |
| 3Y | +70.2% | -27.1% | +97.4% | +65.4% |
| 5Y | +192.3% | -79.0% | +271.3% | +239.7% |
| All | +192.3% | -78.7% | +271.0% | +239.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling