+2,545.5%
VRT vs SHEL
+106.1%
+2,439.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.3% | -9.9% | -9.7% |
| 7D | +2.4% | +3.0% | -0.6% | +1.1% |
| 30D | -2.7% | +7.2% | -9.9% | -5.6% |
| 3M | -9.2% | +12.9% | -22.1% | -14.6% |
| 6M | -0.5% | +13.7% | -14.2% | -7.3% |
| YTD | +62.3% | +33.7% | +28.7% | +40.9% |
| 1Y | +109.6% | +37.9% | +71.7% | +79.2% |
| 3Y | +573.1% | +70.2% | +502.8% | +423.9% |
| 5Y | +953.6% | +192.3% | +761.3% | +538.8% |
| All | +2,545.5% | +106.1% | +2,439.4% | +1,221.8% |
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