+220.3%
SHEL vs VMC
+125.2%
+95.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +0.8% | -1.3% | +2.1% | +1.2% |
| 30D | -3.6% | +15.5% | -19.0% | -8.6% |
| 3M | +12.0% | +0.6% | +11.5% | +11.2% |
| 6M | +19.7% | +2.1% | +17.6% | +17.0% |
| YTD | +39.6% | -1.6% | +41.2% | +36.9% |
| 1Y | +36.4% | -1.2% | +37.6% | +33.4% |
| 3Y | +70.2% | +35.3% | +34.9% | +41.8% |
| 5Y | +169.2% | +43.6% | +125.6% | +112.5% |
| All | +220.3% | +125.2% | +95.1% | +87.7% |
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