+71.5%
SHEL vs VIAV
+293.0%
-221.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.7% |
| 7D | +4.1% | +11.2% | -7.0% | +3.6% |
| 30D | +8.4% | -10.1% | +18.5% | +8.7% |
| 3M | +13.7% | -22.9% | +36.6% | +14.6% |
| 6M | +12.7% | +28.8% | -16.1% | +10.3% |
| YTD | +35.3% | +117.5% | -82.1% | +28.0% |
| 1Y | +39.4% | +216.1% | -176.7% | +28.5% |
| 3Y | +71.5% | +292.2% | -220.7% | +67.0% |
| All | +71.5% | +293.0% | -221.5% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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