+1,002.6%
VST vs SHEL
+207.4%
+795.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.0% | +11.6% | +11.0% |
| 7D | -9.8% | -8.8% | -1.0% | -6.1% |
| 30D | -25.1% | +2.3% | -27.5% | -26.0% |
| 3M | -11.6% | +11.6% | -23.1% | -15.9% |
| 6M | -20.9% | +15.7% | -36.6% | -26.3% |
| YTD | -22.3% | +38.6% | -60.9% | -33.5% |
| 1Y | -32.0% | +38.5% | -70.5% | -41.9% |
| 3Y | +262.4% | +66.9% | +195.5% | +187.4% |
| 5Y | +563.4% | +160.6% | +402.8% | +327.7% |
| 10Y | +1,120.7% | +214.1% | +906.6% | +588.2% |
| All | +1,002.6% | +207.4% | +795.1% | +524.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling