+43.3%
SHEL vs VUG
+4.9%
+38.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.8% | -1.9% |
| 7D | -3.2% | -3.0% | -0.2% | -3.8% |
| 30D | +5.5% | -6.4% | +12.0% | +4.3% |
| 3M | +14.4% | -3.2% | +17.6% | +13.7% |
| 6M | +16.2% | +3.1% | +13.1% | +16.1% |
| YTD | +42.4% | +6.3% | +36.1% | +42.8% |
| 1Y | +43.3% | +5.2% | +38.1% | +44.0% |
| All | +43.3% | +4.9% | +38.4% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling