+232.7%
SHEL vs VTEB
+25.1%
+207.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | +3.9% | -1.2% | +5.2% | +4.9% |
| 30D | +7.0% | -2.9% | +9.8% | +9.2% |
| 3M | +12.5% | -3.2% | +15.6% | +15.1% |
| 6M | +14.8% | -2.6% | +17.4% | +16.9% |
| YTD | +34.2% | -1.8% | +36.0% | +35.8% |
| 1Y | +37.0% | +0.2% | +36.8% | +36.4% |
| 3Y | +70.9% | +8.2% | +62.7% | +59.3% |
| 5Y | +192.5% | +0.8% | +191.7% | +191.0% |
| 10Y | +208.5% | +17.7% | +190.8% | +226.2% |
| All | +232.7% | +25.1% | +207.6% | +326.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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