+2,723.0%
VRT vs SHEL
+100.4%
+2,622.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.1% |
| 7D | +9.1% | +2.2% | +6.9% | +8.0% |
| 30D | +0.9% | +6.8% | -5.9% | -2.0% |
| 3M | -13.4% | +8.1% | -21.5% | -16.9% |
| 6M | +11.7% | +14.4% | -2.7% | +3.7% |
| YTD | +73.2% | +30.0% | +43.3% | +52.2% |
| 1Y | +123.4% | +33.3% | +90.1% | +93.8% |
| 3Y | +606.2% | +66.4% | +539.7% | +455.0% |
| 5Y | +899.9% | +178.6% | +721.3% | +519.2% |
| All | +2,723.0% | +100.4% | +2,622.7% | +1,327.7% |
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 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