+56.0%
SHEL vs VG
-38.0%
+94.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.3% |
| 7D | +1.9% | -2.5% | +4.5% | +2.2% |
| 30D | +8.7% | +11.1% | -2.4% | +7.2% |
| 3M | +11.0% | +14.9% | -3.9% | +8.7% |
| 6M | +14.6% | +18.4% | -3.8% | +10.8% |
| YTD | +33.3% | +116.6% | -83.3% | +20.5% |
| 1Y | +37.9% | +9.4% | +28.5% | +33.1% |
| All | +56.0% | -38.0% | +94.0% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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