+81.2%
SHEL vs VLTO
+56.4%
+24.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | +0.8% | +1.0% | -0.2% | +0.7% |
| 30D | -3.6% | +17.5% | -21.1% | -5.2% |
| 3M | +12.0% | +21.4% | -9.4% | +9.8% |
| 6M | +19.7% | +38.1% | -18.4% | +15.2% |
| YTD | +39.6% | +19.0% | +20.6% | +37.0% |
| 1Y | +36.4% | +20.7% | +15.8% | +33.4% |
| 3Y | +70.2% | +64.3% | +5.9% | +59.6% |
| All | +81.2% | +56.4% | +24.8% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling