+190.2%
SHEL vs VXUS
+54.5%
+135.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | +1.9% | +1.6% | +0.4% | +0.9% |
| 30D | +8.7% | +1.0% | +7.7% | +7.9% |
| 3M | +11.0% | +5.7% | +5.3% | +6.4% |
| 6M | +14.6% | +13.6% | +1.0% | +3.2% |
| YTD | +33.3% | +17.4% | +15.9% | +16.9% |
| 1Y | +37.9% | +25.1% | +12.8% | +14.9% |
| 3Y | +69.7% | +75.8% | -6.1% | +6.2% |
| 5Y | +190.2% | +55.4% | +134.8% | +104.9% |
| All | +190.2% | +54.5% | +135.7% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling