+563.1%
HPE vs VEA
+165.0%
+398.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.1% | +11.4% | +11.2% |
| 7D | +19.4% | -1.5% | +20.9% | +21.6% |
| 30D | +5.6% | -0.8% | +6.4% | +6.8% |
| 3M | +33.1% | +2.5% | +30.6% | +29.8% |
| 6M | +192.5% | +11.1% | +181.3% | +159.5% |
| YTD | +160.9% | +17.2% | +143.7% | +117.4% |
| 1Y | +155.0% | +24.5% | +130.5% | +98.1% |
| 3Y | +289.4% | +75.4% | +214.0% | +103.9% |
| 5Y | +395.7% | +61.1% | +334.6% | +186.8% |
| All | +563.1% | +165.0% | +398.1% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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