+207.5%
SHEL vs VT
+215.5%
-8.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.2% |
| 7D | -8.8% | -2.3% | -6.5% | -6.9% |
| 30D | +2.3% | -5.0% | +7.3% | +7.0% |
| 3M | +11.6% | -4.9% | +16.4% | +16.3% |
| 6M | +15.7% | -1.5% | +17.2% | +15.8% |
| YTD | +38.6% | +8.5% | +30.1% | +25.0% |
| 1Y | +38.5% | +11.4% | +27.1% | +21.5% |
| 3Y | +66.9% | +70.1% | -3.2% | -7.7% |
| 5Y | +160.6% | +53.7% | +106.8% | +59.6% |
| All | +207.5% | +215.5% | -8.0% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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