+535.3%
VRT vs SHEL
+69.1%
+466.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.8% |
| 7D | -7.7% | +3.9% | -11.6% | -9.4% |
| 30D | -12.0% | +7.0% | -18.9% | -14.9% |
| 3M | -11.7% | +12.5% | -24.2% | -17.3% |
| 6M | -8.1% | +14.8% | -22.8% | -16.1% |
| YTD | +53.2% | +34.2% | +19.1% | +26.2% |
| 1Y | +81.7% | +37.0% | +44.7% | +47.3% |
| All | +535.3% | +69.1% | +466.2% | +373.3% |
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 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