+70.2%
SHEL vs VSH
+31.2%
+39.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.6% |
| 7D | +0.8% | +14.3% | -13.6% | -0.1% |
| 30D | -3.6% | -7.9% | +4.3% | -3.4% |
| 3M | +12.0% | -19.9% | +31.9% | +13.0% |
| 6M | +19.7% | -30.5% | +50.2% | +19.7% |
| YTD | +39.6% | +85.7% | -46.0% | +22.4% |
| 1Y | +36.4% | +98.9% | -62.5% | +18.3% |
| 3Y | +70.2% | +32.1% | +38.1% | +48.0% |
| All | +70.2% | +31.2% | +39.0% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling