+69.4%
SHEL vs VXUS
+73.0%
-3.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +7.2% | +0.7% | +6.5% | +6.8% |
| 3M | +12.9% | +4.8% | +8.1% | +9.8% |
| 6M | +13.7% | +11.3% | +2.4% | +6.0% |
| YTD | +33.7% | +16.5% | +17.2% | +20.5% |
| 1Y | +37.9% | +24.3% | +13.6% | +18.6% |
| All | +69.4% | +73.0% | -3.6% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling