+192.5%
SHEL vs VUG
+74.2%
+118.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +3.9% | -1.9% | +5.8% | +4.4% |
| 30D | +7.0% | -1.6% | +8.5% | +7.4% |
| 3M | +12.5% | +4.4% | +8.1% | +10.9% |
| 6M | +14.8% | +13.2% | +1.6% | +10.3% |
| YTD | +34.2% | +7.5% | +26.7% | +30.9% |
| 1Y | +37.0% | +12.5% | +24.5% | +31.7% |
| 3Y | +70.9% | +86.0% | -15.1% | +39.0% |
| 5Y | +192.5% | +76.5% | +116.1% | +136.9% |
| All | +192.5% | +74.2% | +118.3% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling