+908.7%
VZ vs SHEL
+2,629.4%
-1,720.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +2.1% | -8.8% | +11.0% | +3.7% |
| 30D | +1.4% | +2.3% | -0.9% | +0.9% |
| 3M | -1.3% | +11.6% | -12.8% | -3.1% |
| 6M | -0.5% | +15.7% | -16.2% | -3.1% |
| YTD | +19.6% | +38.6% | -18.9% | +12.8% |
| 1Y | +22.4% | +38.5% | -16.1% | +15.3% |
| 3Y | +55.9% | +66.9% | -11.0% | +41.4% |
| 5Y | +20.4% | +160.6% | -140.2% | -0.1% |
| 10Y | +66.9% | +214.1% | -147.2% | +28.4% |
| All | +908.7% | +2,629.4% | -1,720.6% | +529.2% |
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