+61.1%
VZ vs SHEL
+197.6%
-136.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.2% |
| 7D | +0.2% | +1.9% | -1.7% | -0.1% |
| 30D | +7.1% | +8.7% | -1.5% | +5.8% |
| 3M | +12.8% | +11.0% | +1.9% | +11.1% |
| 6M | +1.8% | +14.6% | -12.8% | -0.3% |
| YTD | +30.0% | +33.3% | -3.3% | +24.4% |
| 1Y | +24.3% | +37.9% | -13.6% | +18.3% |
| 3Y | +84.3% | +69.7% | +14.6% | +69.1% |
| 5Y | +25.9% | +190.2% | -164.2% | +5.4% |
| 10Y | +61.1% | +197.0% | -135.9% | +32.6% |
| All | +61.1% | +197.6% | -136.6% | +32.6% |
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