+340.5%
HPE vs VCIT
+28.8%
+311.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -18.7% | +0.1% | -18.8% | -18.8% |
| 30D | -37.9% | +1.9% | -39.8% | -38.5% |
| 3M | -14.4% | -1.4% | -12.9% | -13.8% |
| 6M | +48.2% | -2.1% | +50.4% | +49.8% |
| YTD | +88.6% | -1.6% | +90.2% | +90.2% |
| 1Y | +94.8% | -0.9% | +95.7% | +95.8% |
| 3Y | +202.7% | +20.0% | +182.7% | +182.4% |
| 5Y | +231.6% | +3.1% | +228.5% | +215.5% |
| All | +340.5% | +28.8% | +311.7% | +383.7% |
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