+614.6%
VLO vs SHEL
+192.5%
+422.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | +6.2% | +3.0% | +3.2% | +3.7% |
| 30D | +23.5% | +7.2% | +16.3% | +16.6% |
| 3M | +53.9% | +12.9% | +41.0% | +39.0% |
| 6M | +81.7% | +13.7% | +68.0% | +63.7% |
| YTD | +142.5% | +33.7% | +108.8% | +89.7% |
| 1Y | +145.4% | +37.9% | +107.6% | +87.0% |
| 3Y | +197.3% | +70.2% | +127.1% | +89.9% |
| 5Y | +614.6% | +192.3% | +422.3% | +189.3% |
| All | +614.6% | +192.5% | +422.1% | +189.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling