+13.7%
SHEL vs VYM
+10.1%
+3.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.2% |
| 7D | +3.0% | -1.0% | +4.0% | +2.9% |
| 30D | +7.2% | -2.0% | +9.2% | +7.1% |
| 3M | +12.9% | +3.1% | +9.8% | +12.0% |
| 6M | +13.7% | +8.9% | +4.8% | +14.7% |
| All | +13.7% | +10.1% | +3.6% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling