-32.0%
VST vs SHEL
+38.3%
-70.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.0% | +11.6% | +10.6% |
| 7D | -9.8% | -8.8% | -1.0% | -9.6% |
| 30D | -25.1% | +2.3% | -27.5% | -25.0% |
| 3M | -11.6% | +11.6% | -23.1% | -11.6% |
| 6M | -20.9% | +15.7% | -36.6% | -20.8% |
| YTD | -22.3% | +38.6% | -60.9% | -25.3% |
| 1Y | -32.0% | +38.5% | -70.5% | -32.9% |
| All | -32.0% | +38.3% | -70.3% | -32.9% |
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 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