+210.0%
SHEL vs VICR
+1,679.8%
-1,469.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.3% | -0.1% |
| 7D | +4.1% | +5.0% | -0.9% | +3.6% |
| 30D | +8.4% | -12.5% | +20.9% | +9.3% |
| 3M | +13.7% | -33.6% | +47.3% | +16.3% |
| 6M | +12.7% | +10.7% | +2.0% | +8.2% |
| YTD | +35.3% | +80.6% | -45.3% | +22.7% |
| 1Y | +39.4% | +288.4% | -249.0% | +16.0% |
| 3Y | +71.5% | +213.8% | -142.3% | +39.8% |
| 5Y | +195.0% | +58.8% | +136.2% | +146.9% |
| All | +210.0% | +1,679.8% | -1,469.8% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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