+188.8%
SHEL vs VSH
+74.2%
+114.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.3% | +0.1% |
| 7D | +4.1% | +4.8% | -0.7% | +3.5% |
| 30D | +8.4% | -0.7% | +9.1% | +8.3% |
| 3M | +13.7% | -43.1% | +56.8% | +20.5% |
| 6M | +12.7% | +91.8% | -79.1% | -2.8% |
| YTD | +35.3% | +131.6% | -96.3% | +12.4% |
| 1Y | +39.4% | +118.1% | -78.7% | +16.3% |
| 3Y | +71.5% | +40.9% | +30.6% | +51.4% |
| All | +188.8% | +74.2% | +114.6% | +140.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling