+1,205.2%
VST vs SHEL
+209.5%
+995.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.4% |
| 7D | -0.5% | -5.8% | +5.3% | +2.1% |
| 30D | -17.1% | -1.3% | -15.8% | -16.7% |
| 3M | -4.6% | +12.7% | -17.3% | -9.6% |
| 6M | -9.1% | +19.9% | -28.9% | -16.5% |
| YTD | -16.6% | +38.3% | -54.9% | -28.6% |
| 1Y | -29.5% | +35.7% | -65.2% | -39.2% |
| 3Y | +297.5% | +71.7% | +225.8% | +211.4% |
| 5Y | +654.5% | +158.4% | +496.1% | +387.4% |
| 10Y | +1,205.2% | +204.1% | +1,001.2% | +654.5% |
| All | +1,205.2% | +209.5% | +995.8% | +654.5% |
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