+210.0%
SHEL vs VMC
+156.6%
+53.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.5% |
| 7D | +4.1% | -3.8% | +7.9% | +5.5% |
| 30D | +8.4% | -9.7% | +18.1% | +12.1% |
| 3M | +13.7% | -9.6% | +23.3% | +16.8% |
| 6M | +12.7% | -4.8% | +17.5% | +12.8% |
| YTD | +35.3% | -10.9% | +46.2% | +37.8% |
| 1Y | +39.4% | -15.6% | +55.0% | +44.5% |
| 3Y | +71.5% | +19.3% | +52.1% | +50.1% |
| 5Y | +195.0% | +48.0% | +147.0% | +127.3% |
| All | +210.0% | +156.6% | +53.4% | +84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling