+296.7%
VST vs SHEL
+71.4%
+225.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.8% |
| 7D | +6.6% | +0.8% | +5.8% | +6.1% |
| 30D | -12.4% | -3.6% | -8.8% | -10.8% |
| 3M | -9.0% | +12.0% | -21.0% | -15.0% |
| 6M | -6.4% | +19.7% | -26.1% | -16.4% |
| YTD | -17.2% | +39.6% | -56.8% | -35.3% |
| 1Y | -22.0% | +36.4% | -58.5% | -38.0% |
| 3Y | +296.7% | +70.2% | +226.5% | +176.9% |
| All | +296.7% | +71.4% | +225.3% | +176.9% |
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 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