+2,543.2%
SHEL vs VTRS
+548.0%
+1,995.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +3.9% | -3.3% | +7.2% | +4.5% |
| 30D | +7.0% | +1.4% | +5.6% | +6.7% |
| 3M | +12.5% | +4.6% | +7.8% | +11.4% |
| 6M | +14.8% | +18.1% | -3.3% | +10.8% |
| YTD | +34.2% | +34.7% | -0.5% | +26.5% |
| 1Y | +37.0% | +65.6% | -28.6% | +24.4% |
| 3Y | +70.9% | +83.8% | -12.9% | +49.9% |
| 5Y | +192.5% | +46.5% | +146.1% | +162.7% |
| 10Y | +208.5% | -48.6% | +257.0% | +212.9% |
| All | +2,543.2% | +548.0% | +1,995.1% | +1,639.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling