+2,614.8%
SHEL vs VFC
+1,317.4%
+1,297.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.4% |
| 7D | -1.6% | -1.4% | -0.1% | -1.3% |
| 30D | -4.3% | +24.6% | -28.9% | -9.1% |
| 3M | +10.4% | +38.4% | -28.1% | +2.2% |
| 6M | +17.5% | +15.3% | +2.3% | +12.0% |
| YTD | +37.8% | +12.7% | +25.1% | +30.4% |
| 1Y | +33.8% | +32.7% | +1.1% | +21.4% |
| 3Y | +69.1% | +43.7% | +25.4% | +33.2% |
| 5Y | +165.7% | -69.2% | +234.9% | +207.3% |
| 10Y | +212.9% | -50.0% | +262.9% | +206.4% |
| All | +2,614.8% | +1,317.4% | +1,297.4% | +1,192.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling