+1,934.0%
VRT vs SHEL
+115.3%
+1,818.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.2% |
| 7D | +10.5% | +0.8% | +9.7% | +10.1% |
| 30D | -9.3% | -3.6% | -5.7% | -7.9% |
| 3M | -29.6% | +12.0% | -41.6% | -33.2% |
| 6M | -45.4% | +19.7% | -65.1% | -50.1% |
| YTD | +24.8% | +39.6% | -14.8% | +6.1% |
| 1Y | +23.6% | +36.4% | -12.8% | +6.1% |
| 3Y | +379.7% | +70.2% | +309.5% | +273.3% |
| 5Y | +660.3% | +169.2% | +491.1% | +378.7% |
| All | +1,934.0% | +115.3% | +1,818.7% | +894.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling