+71.5%
SHEL vs VTR
+132.9%
-61.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +4.1% | -0.3% | +4.4% | +4.1% |
| 30D | +8.4% | +1.1% | +7.3% | +8.2% |
| 3M | +13.7% | +7.9% | +5.8% | +12.4% |
| 6M | +12.7% | +6.2% | +6.5% | +11.6% |
| YTD | +35.3% | +17.7% | +17.6% | +31.8% |
| 1Y | +39.4% | +32.9% | +6.5% | +33.1% |
| 3Y | +71.5% | +129.7% | -58.2% | +50.7% |
| All | +71.5% | +132.9% | -61.4% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 3y: compounded portfolio wealth divided by compounded VTR 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…
3y analysis · Full analysis span regression · 6 months rolling