+2,525.5%
SHEL vs VSH
+1,656.4%
+869.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +2.7% |
| 7D | +1.9% | +6.2% | -4.3% | +0.8% |
| 30D | +8.7% | -11.1% | +19.8% | +10.7% |
| 3M | +11.0% | -44.9% | +55.9% | +21.1% |
| 6M | +14.6% | +90.0% | -75.4% | -2.7% |
| YTD | +33.3% | +118.8% | -85.5% | +9.7% |
| 1Y | +37.9% | +109.0% | -71.1% | +13.8% |
| 3Y | +69.7% | +35.6% | +34.1% | +47.0% |
| 5Y | +190.2% | +66.7% | +123.4% | +138.0% |
| 10Y | +197.0% | +167.9% | +29.1% | +121.0% |
| All | +2,525.5% | +1,656.4% | +869.1% | +1,124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling