+192.5%
SHEL vs VIG
+61.5%
+131.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.7% |
| 7D | +3.9% | -2.2% | +6.2% | +5.3% |
| 30D | +7.0% | -3.2% | +10.2% | +9.0% |
| 3M | +12.5% | +3.0% | +9.5% | +10.2% |
| 6M | +14.8% | +8.1% | +6.6% | +8.9% |
| YTD | +34.2% | +9.1% | +25.1% | +26.5% |
| 1Y | +37.0% | +12.6% | +24.4% | +26.4% |
| 3Y | +70.9% | +55.4% | +15.5% | +26.6% |
| 5Y | +192.5% | +62.8% | +129.8% | +106.2% |
| All | +192.5% | +61.5% | +131.1% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling