+188.8%
SHEL vs VIAV
+139.8%
+49.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.6% |
| 7D | +4.1% | +11.2% | -7.0% | +3.3% |
| 30D | +8.4% | -10.1% | +18.5% | +9.0% |
| 3M | +13.7% | -22.9% | +36.6% | +15.2% |
| 6M | +12.7% | +28.8% | -16.1% | +8.6% |
| YTD | +35.3% | +117.5% | -82.1% | +23.3% |
| 1Y | +39.4% | +216.1% | -176.7% | +21.6% |
| 3Y | +71.5% | +292.2% | -220.7% | +44.4% |
| All | +188.8% | +139.8% | +49.0% | +156.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling