+43.3%
SHEL vs VMC
+3.7%
+39.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.6% | -6.8% | -1.7% |
| 7D | -3.2% | +12.3% | -15.5% | -1.8% |
| 30D | +5.5% | +21.2% | -15.7% | +8.0% |
| 3M | +14.4% | +4.6% | +9.8% | +14.6% |
| 6M | +16.2% | +3.9% | +12.3% | +16.9% |
| YTD | +42.4% | +5.0% | +37.5% | +42.9% |
| 1Y | +43.3% | +2.6% | +40.7% | +44.1% |
| All | +43.3% | +3.7% | +39.6% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling