+71.5%
SHEL vs VGT
+123.9%
-52.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +8.4% | -0.4% | +8.8% | +8.4% |
| 3M | +13.7% | +4.4% | +9.3% | +12.5% |
| 6M | +12.7% | +32.1% | -19.4% | +5.7% |
| YTD | +35.3% | +28.8% | +6.5% | +27.5% |
| 1Y | +39.4% | +35.3% | +4.0% | +29.5% |
| 3Y | +71.5% | +124.8% | -53.3% | +39.0% |
| All | +71.5% | +123.9% | -52.4% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling