+1,216.9%
VST vs SHEL
+188.4%
+1,028.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.9% | +3.2% |
| 7D | +8.9% | +2.2% | +6.7% | +7.9% |
| 30D | +6.2% | +6.8% | -0.6% | +3.2% |
| 3M | -2.7% | +8.1% | -10.8% | -6.3% |
| 6M | -8.4% | +14.4% | -22.8% | -14.2% |
| YTD | -7.2% | +30.0% | -37.2% | -18.2% |
| 1Y | -20.9% | +33.3% | -54.2% | -31.1% |
| 3Y | +384.0% | +66.4% | +317.5% | +285.1% |
| 5Y | +757.1% | +178.6% | +578.5% | +436.6% |
| All | +1,216.9% | +188.4% | +1,028.5% | +668.4% |
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