+520.6%
SHEL vs VGT
+2,251.7%
-1,731.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.0% |
| 7D | +3.9% | -1.0% | +5.0% | +4.6% |
| 30D | +7.0% | -0.4% | +7.4% | +7.0% |
| 3M | +12.5% | +6.6% | +5.9% | +6.9% |
| 6M | +14.8% | +31.0% | -16.3% | -5.1% |
| YTD | +34.2% | +27.2% | +6.9% | +12.7% |
| 1Y | +37.0% | +34.5% | +2.5% | +10.5% |
| 3Y | +70.9% | +123.1% | -52.3% | -5.6% |
| 5Y | +192.5% | +135.1% | +57.4% | +47.6% |
| 10Y | +208.5% | +803.4% | -594.9% | -48.6% |
| All | +520.6% | +2,251.7% | -1,731.1% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling