+455.4%
V vs SHEL
+206.1%
+249.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | +0.8% | -6.7% | +7.5% | +3.0% |
| 30D | +9.9% | -2.9% | +12.8% | +10.8% |
| 3M | +17.5% | +9.1% | +8.4% | +13.9% |
| 6M | +33.5% | +17.9% | +15.5% | +25.7% |
| YTD | +21.6% | +36.0% | -14.4% | +8.3% |
| 1Y | +27.6% | +31.8% | -4.2% | +14.8% |
| 3Y | +76.4% | +66.9% | +9.5% | +44.6% |
| 5Y | +103.8% | +160.6% | -56.7% | +38.3% |
| All | +455.4% | +206.1% | +249.3% | +261.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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