+165.7%
SHEL vs VFC
-68.8%
+234.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.9% |
| 7D | -1.6% | -1.4% | -0.1% | -1.5% |
| 30D | -4.3% | +24.6% | -28.9% | -5.7% |
| 3M | +10.4% | +38.4% | -28.1% | +8.0% |
| 6M | +17.5% | +15.3% | +2.3% | +16.0% |
| YTD | +37.8% | +12.7% | +25.1% | +35.8% |
| 1Y | +33.8% | +32.7% | +1.1% | +29.9% |
| 3Y | +69.1% | +43.7% | +25.4% | +55.7% |
| 5Y | +165.7% | -69.2% | +234.9% | +236.1% |
| All | +165.7% | -68.8% | +234.5% | +236.1% |
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 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