-20.9%
VST vs SHEL
+32.9%
-53.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.9% | +3.4% |
| 7D | +8.9% | +2.2% | +6.7% | +8.6% |
| 30D | +6.2% | +6.8% | -0.6% | +5.3% |
| 3M | -2.7% | +8.1% | -10.8% | -3.3% |
| 6M | -8.4% | +14.4% | -22.8% | -10.2% |
| YTD | -7.2% | +30.0% | -37.2% | -14.5% |
| 1Y | -20.9% | +33.3% | -54.2% | -27.7% |
| All | -20.9% | +32.9% | -53.8% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling