+911.8%
VLO vs SHEL
+211.3%
+700.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | +4.0% | +3.9% | 0.0% | +0.8% |
| 30D | +19.0% | +7.0% | +12.0% | +12.5% |
| 3M | +50.0% | +12.5% | +37.5% | +35.6% |
| 6M | +79.1% | +14.8% | +64.4% | +59.9% |
| YTD | +140.3% | +34.2% | +106.1% | +87.0% |
| 1Y | +148.3% | +37.0% | +111.3% | +90.0% |
| 3Y | +194.6% | +70.9% | +123.8% | +87.4% |
| 5Y | +609.6% | +192.5% | +417.0% | +187.2% |
| All | +911.8% | +211.3% | +700.4% | +345.4% |
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