+231.9%
VLO vs SHEL
+71.4%
+160.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.2% |
| 7D | +9.6% | +0.8% | +8.8% | +9.0% |
| 30D | -17.4% | -3.6% | -13.8% | -14.8% |
| 3M | +10.8% | +12.0% | -1.3% | +1.3% |
| 6M | +56.9% | +19.7% | +37.2% | +36.2% |
| YTD | +136.8% | +39.6% | +97.1% | +80.6% |
| 1Y | +120.7% | +36.4% | +84.2% | +71.8% |
| 3Y | +231.9% | +70.2% | +161.7% | +114.7% |
| All | +231.9% | +71.4% | +160.6% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling