+210.0%
SHEL vs VIVK
-100.0%
+310.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +0.9% |
| 7D | +4.1% | -4.4% | +8.5% | +4.1% |
| 30D | +8.4% | -40.8% | +49.2% | +8.9% |
| 3M | +13.7% | -94.1% | +107.9% | +15.9% |
| 6M | +12.7% | -98.2% | +110.9% | +15.4% |
| YTD | +35.3% | -98.0% | +133.3% | +37.6% |
| 1Y | +39.4% | -100.0% | +139.3% | +45.8% |
| 3Y | +71.5% | -100.0% | +171.4% | +78.5% |
| 5Y | +195.0% | -100.0% | +295.0% | +207.1% |
| All | +210.0% | -100.0% | +310.0% | +219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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