+220.3%
SHEL vs VUG
+398.3%
-177.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.8% |
| 7D | +0.8% | +2.5% | -1.7% | -0.5% |
| 30D | -3.6% | -6.3% | +2.7% | -0.8% |
| 3M | +12.0% | -6.0% | +18.1% | +14.9% |
| 6M | +19.7% | -3.5% | +23.2% | +20.6% |
| YTD | +39.6% | +3.9% | +35.7% | +34.6% |
| 1Y | +36.4% | +5.1% | +31.3% | +30.6% |
| 3Y | +70.2% | +77.9% | -7.7% | +17.7% |
| 5Y | +169.2% | +62.4% | +106.8% | +94.3% |
| All | +220.3% | +398.3% | -177.9% | +4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling