+449.7%
SHEL vs VNQ
+382.8%
+66.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.8% |
| 7D | +3.9% | -2.6% | +6.6% | +5.2% |
| 30D | +7.0% | -2.3% | +9.3% | +8.1% |
| 3M | +12.5% | -2.8% | +15.3% | +13.8% |
| 6M | +14.8% | +2.5% | +12.3% | +13.0% |
| YTD | +34.2% | +8.4% | +25.7% | +28.6% |
| 1Y | +37.0% | +6.8% | +30.2% | +32.2% |
| 3Y | +70.9% | +29.9% | +41.0% | +48.8% |
| 5Y | +192.5% | +7.2% | +185.3% | +174.8% |
| 10Y | +208.5% | +62.5% | +145.9% | +140.3% |
| All | +449.7% | +382.8% | +66.9% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling