+210.0%
SHEL vs VGT
+820.0%
-610.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | +4.1% | -0.2% | +4.3% | +4.2% |
| 30D | +8.4% | -0.4% | +8.8% | +8.4% |
| 3M | +13.7% | +4.4% | +9.3% | +10.9% |
| 6M | +12.7% | +32.1% | -19.4% | -1.6% |
| YTD | +35.3% | +28.8% | +6.5% | +19.3% |
| 1Y | +39.4% | +35.3% | +4.0% | +19.7% |
| 3Y | +71.5% | +124.8% | -53.3% | +11.7% |
| 5Y | +195.0% | +137.9% | +57.1% | +80.3% |
| All | +210.0% | +820.0% | -610.0% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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