+207.4%
SHEL vs VSH
+179.3%
+28.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +3.9% | +3.1% | +0.8% | +3.1% |
| 30D | +7.0% | -5.7% | +12.7% | +8.2% |
| 3M | +12.5% | -42.5% | +55.0% | +26.0% |
| 6M | +14.8% | +82.7% | -67.9% | -12.0% |
| YTD | +34.2% | +118.2% | -84.1% | -3.7% |
| 1Y | +37.0% | +109.7% | -72.7% | -1.6% |
| 3Y | +70.9% | +35.3% | +35.6% | +34.6% |
| 5Y | +192.5% | +65.6% | +126.9% | +102.3% |
| All | +207.4% | +179.3% | +28.1% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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