+269.8%
SHEL vs VYM
+484.2%
-214.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | +3.9% | -1.9% | +5.8% | +6.0% |
| 30D | +7.0% | -2.6% | +9.6% | +9.9% |
| 3M | +12.5% | +3.6% | +8.9% | +8.1% |
| 6M | +14.8% | +8.7% | +6.1% | +4.5% |
| YTD | +34.2% | +14.1% | +20.1% | +16.0% |
| 1Y | +37.0% | +17.8% | +19.2% | +14.3% |
| 3Y | +70.9% | +64.5% | +6.4% | -1.4% |
| 5Y | +192.5% | +77.5% | +115.0% | +55.0% |
| 10Y | +208.5% | +206.1% | +2.3% | -4.7% |
| All | +269.8% | +484.2% | -214.3% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling