+79.4%
SHEL vs VLTO
+56.1%
+23.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -5.8% | +2.0% | -7.8% | -6.0% |
| 30D | -1.3% | +21.8% | -23.1% | -3.3% |
| 3M | +12.7% | +20.2% | -7.5% | +10.5% |
| 6M | +19.9% | +36.3% | -16.5% | +15.6% |
| YTD | +38.3% | +18.8% | +19.4% | +35.6% |
| 1Y | +35.7% | +20.4% | +15.3% | +32.7% |
| 3Y | +71.7% | +71.9% | -0.2% | +60.5% |
| All | +79.4% | +56.1% | +23.3% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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