+162.6%
SHEL vs VMC
+42.8%
+119.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +0.8% | -1.3% | +2.1% | +1.0% |
| 30D | -3.6% | +15.5% | -19.0% | -5.6% |
| 3M | +12.0% | +0.6% | +11.5% | +11.7% |
| 6M | +19.7% | +2.1% | +17.6% | +18.5% |
| YTD | +39.6% | -1.6% | +41.2% | +38.4% |
| 1Y | +36.4% | -1.2% | +37.6% | +35.0% |
| 3Y | +70.2% | +35.3% | +34.9% | +52.8% |
| All | +162.6% | +42.8% | +119.8% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling