+69.4%
SHEL vs VIG
+55.4%
+14.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +3.0% | -1.2% | +4.2% | +3.6% |
| 30D | +7.2% | -2.8% | +10.0% | +8.8% |
| 3M | +12.9% | +2.5% | +10.4% | +11.1% |
| 6M | +13.7% | +8.1% | +5.6% | +8.3% |
| YTD | +33.7% | +9.6% | +24.1% | +26.2% |
| 1Y | +37.9% | +14.2% | +23.7% | +26.5% |
| All | +69.4% | +55.4% | +14.0% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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