+34.0%
SHEL vs VG
+32.8%
+1.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.6% | -0.5% |
| 7D | -5.8% | -8.3% | +2.5% | -4.7% |
| 30D | -1.3% | -10.3% | +9.0% | 0.0% |
| 3M | +12.7% | -10.8% | +23.5% | +14.1% |
| 6M | +19.9% | +3.5% | +16.4% | +18.7% |
| YTD | +38.3% | +74.0% | -35.7% | +32.3% |
| All | +34.0% | +32.8% | +1.2% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling