+71.5%
SHEL vs VIVK
-100.0%
+171.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.7% |
| 3M | +13.7% | -94.1% | +107.9% | +15.1% |
| 6M | +12.7% | -98.2% | +110.9% | +14.3% |
| YTD | +35.3% | -98.0% | +133.3% | +36.3% |
| 1Y | +39.4% | -100.0% | +139.3% | +43.7% |
| 3Y | +71.5% | -100.0% | +171.4% | +77.6% |
| All | +71.5% | -100.0% | +171.4% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling