+160.4%
SHEL vs VT
+53.4%
+107.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.2% |
| 7D | -8.8% | -2.3% | -6.5% | -7.7% |
| 30D | +2.3% | -5.0% | +7.3% | +5.2% |
| 3M | +11.6% | -4.9% | +16.4% | +14.4% |
| 6M | +15.7% | -1.5% | +17.2% | +15.8% |
| YTD | +38.6% | +8.5% | +30.1% | +29.7% |
| 1Y | +38.5% | +11.4% | +27.1% | +27.2% |
| 3Y | +66.9% | +70.1% | -3.2% | +12.9% |
| All | +160.4% | +53.4% | +107.0% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling