+71.5%
SHEL vs VTRS
+84.5%
-13.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.8% |
| 7D | +4.1% | -2.2% | +6.3% | +4.3% |
| 30D | +8.4% | +3.3% | +5.1% | +8.0% |
| 3M | +13.7% | +2.0% | +11.7% | +13.3% |
| 6M | +12.7% | +19.9% | -7.2% | +9.8% |
| YTD | +35.3% | +35.7% | -0.4% | +29.7% |
| 1Y | +39.4% | +68.1% | -28.7% | +29.8% |
| 3Y | +71.5% | +87.1% | -15.6% | +58.3% |
| All | +71.5% | +84.5% | -13.0% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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