+373.4%
VST vs SHEL
+65.3%
+308.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.9% | +3.2% |
| 7D | +8.9% | +2.2% | +6.7% | +7.6% |
| 30D | +6.2% | +6.8% | -0.6% | +2.3% |
| 3M | -2.7% | +8.1% | -10.8% | -7.0% |
| 6M | -8.4% | +14.4% | -22.8% | -16.3% |
| YTD | -7.2% | +30.0% | -37.2% | -23.3% |
| 1Y | -20.9% | +33.3% | -54.2% | -36.1% |
| All | +373.4% | +65.3% | +308.1% | +243.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling