+210.0%
SHEL vs VNQ
+64.0%
+146.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | +4.1% | -1.3% | +5.4% | +4.9% |
| 30D | +8.4% | -2.6% | +11.0% | +10.0% |
| 3M | +13.7% | -2.0% | +15.7% | +14.8% |
| 6M | +12.7% | +4.3% | +8.4% | +9.2% |
| YTD | +35.3% | +9.2% | +26.1% | +27.4% |
| 1Y | +39.4% | +5.6% | +33.8% | +33.8% |
| 3Y | +71.5% | +30.8% | +40.6% | +41.3% |
| 5Y | +195.0% | +8.0% | +187.0% | +170.5% |
| All | +210.0% | +64.0% | +146.0% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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