+216.1%
SHEL vs VXUS
+146.4%
+69.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.7% |
| 7D | -1.6% | +2.3% | -3.9% | -3.9% |
| 30D | -4.3% | -2.2% | -2.1% | -2.5% |
| 3M | +10.4% | -5.4% | +15.8% | +15.9% |
| 6M | +17.5% | -1.2% | +18.8% | +16.7% |
| YTD | +37.8% | +10.4% | +27.4% | +19.3% |
| 1Y | +33.8% | +11.8% | +21.9% | +14.1% |
| 3Y | +69.1% | +68.4% | +0.7% | -11.9% |
| 5Y | +165.7% | +45.9% | +119.8% | +64.4% |
| All | +216.1% | +146.4% | +69.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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