+212.5%
SHEL vs VXUS
+161.8%
+50.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | +0.8% | +2.1% | -1.3% | -1.3% |
| 30D | -3.6% | -1.1% | -2.5% | -2.9% |
| 3M | +12.0% | -5.6% | +17.7% | +17.7% |
| 6M | +19.7% | -2.3% | +22.0% | +20.2% |
| YTD | +39.6% | +10.4% | +29.3% | +22.3% |
| 1Y | +36.4% | +13.1% | +23.4% | +16.4% |
| 3Y | +70.2% | +68.0% | +2.2% | -5.5% |
| 5Y | +169.2% | +45.8% | +123.4% | +72.4% |
| 10Y | +217.1% | +144.7% | +72.4% | +23.6% |
| All | +212.5% | +161.8% | +50.6% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling