+495.9%
HPE vs VCIT
+29.0%
+466.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.8% | +7.8% |
| 7D | +10.1% | +0.1% | +10.1% | +10.1% |
| 30D | +5.3% | -0.8% | +6.0% | +5.7% |
| 3M | +12.7% | -0.5% | +13.2% | +13.0% |
| 6M | +167.7% | -1.4% | +169.0% | +169.5% |
| YTD | +135.5% | -0.8% | +136.2% | +136.5% |
| 1Y | +143.4% | +0.3% | +143.1% | +143.3% |
| 3Y | +249.2% | +19.2% | +229.9% | +225.9% |
| 5Y | +343.8% | +3.6% | +340.3% | +321.4% |
| 10Y | +495.9% | +29.3% | +466.6% | +551.4% |
| All | +495.9% | +29.0% | +466.9% | +551.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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