+276.3%
SHEL vs VIG
+617.8%
-341.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.4% |
| 7D | +1.9% | -0.4% | +2.3% | +2.3% |
| 30D | +8.7% | -2.1% | +10.7% | +11.0% |
| 3M | +11.0% | +3.3% | +7.6% | +6.8% |
| 6M | +14.6% | +9.3% | +5.3% | +3.6% |
| YTD | +33.3% | +10.1% | +23.1% | +19.4% |
| 1Y | +37.9% | +14.7% | +23.2% | +18.1% |
| 3Y | +69.7% | +56.9% | +12.8% | +2.5% |
| 5Y | +190.1% | +62.9% | +127.2% | +64.4% |
| 10Y | +197.0% | +241.3% | -44.3% | -26.7% |
| All | +276.3% | +617.8% | -341.5% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling