+65.5%
VZ vs SHEL
+209.5%
-144.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +2.2% | -5.8% | +8.0% | +3.1% |
| 30D | +10.6% | -1.3% | +11.9% | +10.8% |
| 3M | -0.6% | +12.7% | -13.3% | -2.3% |
| 6M | +0.7% | +19.9% | -19.1% | -1.9% |
| YTD | +20.6% | +38.3% | -17.6% | +14.8% |
| 1Y | +22.7% | +35.7% | -13.0% | +17.1% |
| 3Y | +57.2% | +71.7% | -14.5% | +44.2% |
| 5Y | +21.4% | +158.4% | -137.0% | +3.7% |
| 10Y | +65.5% | +204.1% | -138.6% | +38.5% |
| All | +65.5% | +209.5% | -144.0% | +38.5% |
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 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