+210.0%
SHEL vs VYM
+209.2%
+0.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.1% |
| 7D | +4.1% | -0.8% | +4.9% | +5.0% |
| 30D | +8.4% | -2.2% | +10.6% | +11.0% |
| 3M | +13.7% | +3.1% | +10.6% | +9.8% |
| 6M | +12.7% | +9.7% | +3.0% | +1.3% |
| YTD | +35.3% | +14.9% | +20.4% | +15.6% |
| 1Y | +39.4% | +17.6% | +21.8% | +15.9% |
| 3Y | +71.5% | +65.3% | +6.1% | -4.2% |
| 5Y | +195.0% | +78.7% | +116.3% | +49.2% |
| All | +210.0% | +209.2% | +0.8% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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