+210.0%
SHEL vs VRSN
+299.1%
-89.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | +4.1% | +0.2% | +3.9% | +4.0% |
| 30D | +8.4% | +3.8% | +4.6% | +7.2% |
| 3M | +13.7% | +5.0% | +8.7% | +11.9% |
| 6M | +12.7% | +24.9% | -12.2% | +5.5% |
| YTD | +35.3% | +21.6% | +13.7% | +27.0% |
| 1Y | +39.4% | +2.4% | +36.9% | +37.1% |
| 3Y | +71.5% | +47.3% | +24.1% | +49.1% |
| 5Y | +195.0% | +34.7% | +160.3% | +157.4% |
| All | +210.0% | +299.1% | -89.1% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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