+68.9%
SHEL vs VUG
+86.4%
-17.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +1.9% | +0.9% | +1.1% | +1.8% |
| 30D | +8.7% | -1.4% | +10.1% | +8.9% |
| 3M | +11.0% | +2.3% | +8.6% | +10.2% |
| 6M | +14.6% | +15.7% | -1.1% | +9.9% |
| YTD | +33.3% | +8.6% | +24.7% | +30.2% |
| 1Y | +37.9% | +14.1% | +23.8% | +32.6% |
| All | +68.9% | +86.4% | -17.5% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling