+188.8%
SHEL vs VTR
+87.5%
+101.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | +8.4% | +1.1% | +7.3% | +8.1% |
| 3M | +13.7% | +7.9% | +5.8% | +11.6% |
| 6M | +12.7% | +6.2% | +6.5% | +10.8% |
| YTD | +35.3% | +17.7% | +17.6% | +29.7% |
| 1Y | +39.4% | +32.9% | +6.5% | +29.6% |
| 3Y | +71.5% | +129.7% | -58.2% | +36.9% |
| All | +188.8% | +87.5% | +101.2% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling