+37.0%
SHEL vs VUG
+11.8%
+25.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.3% |
| 7D | +3.9% | -1.9% | +5.8% | +3.8% |
| 30D | +7.0% | -1.6% | +8.5% | +6.8% |
| 3M | +12.5% | +4.4% | +8.1% | +12.4% |
| 6M | +14.8% | +13.2% | +1.6% | +14.3% |
| YTD | +34.2% | +7.5% | +26.7% | +34.5% |
| 1Y | +37.0% | +12.5% | +24.5% | +41.0% |
| All | +37.0% | +11.8% | +25.2% | +41.0% |
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