+990.1%
VZ vs SHEL
+2,460.3%
-1,470.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +0.1% | +2.2% | -2.2% | -0.3% |
| 30D | +7.9% | +6.8% | +1.1% | +6.7% |
| 3M | +13.6% | +8.1% | +5.5% | +12.1% |
| 6M | +1.1% | +14.4% | -13.3% | -1.4% |
| YTD | +29.3% | +30.0% | -0.7% | +23.3% |
| 1Y | +21.2% | +33.3% | -12.1% | +15.0% |
| 3Y | +75.9% | +66.4% | +9.5% | +59.6% |
| 5Y | +24.1% | +178.6% | -154.5% | +1.7% |
| 10Y | +62.4% | +198.4% | -136.0% | +26.0% |
| All | +990.1% | +2,460.3% | -1,470.2% | +587.6% |
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 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