+71.6%
VZ vs SHEL
+207.9%
-136.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +0.9% | -3.9% | +4.9% | +1.5% |
| 30D | +8.9% | -3.7% | +12.6% | +9.5% |
| 3M | +0.1% | +9.1% | -9.0% | -1.2% |
| 6M | +1.9% | +16.7% | -14.8% | -0.4% |
| YTD | +22.0% | +36.8% | -14.8% | +16.3% |
| 1Y | +22.1% | +31.8% | -9.7% | +17.0% |
| 3Y | +58.7% | +67.9% | -9.2% | +46.0% |
| 5Y | +22.3% | +163.3% | -141.0% | +4.1% |
| 10Y | +71.6% | +210.7% | -139.1% | +44.7% |
| All | +71.6% | +207.9% | -136.3% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling