+120.6%
VLO vs SHEL
+43.6%
+77.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.5% | -4.3% |
| 7D | -6.0% | -3.2% | -2.8% | -3.9% |
| 30D | -12.9% | +5.5% | -18.4% | -15.4% |
| 3M | +18.3% | +14.4% | +4.0% | +9.4% |
| 6M | +46.4% | +16.2% | +30.3% | +35.2% |
| YTD | +127.7% | +42.4% | +85.3% | +97.1% |
| 1Y | +120.6% | +43.3% | +77.3% | +90.0% |
| All | +120.6% | +43.6% | +77.0% | +90.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling