+100.3%
HPQ vs VCIT
+96.4%
+3.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -11.7% | +1.9% | -13.6% | -12.3% |
| 3M | +2.0% | -1.4% | +3.4% | +2.5% |
| 6M | +35.9% | -2.1% | +38.0% | +37.0% |
| YTD | +32.7% | -1.6% | +34.3% | +33.5% |
| 1Y | +14.3% | -0.9% | +15.2% | +14.7% |
| 3Y | +17.8% | +20.0% | -2.1% | +11.4% |
| 5Y | +7.6% | +3.1% | +4.4% | +1.8% |
| 10Y | +171.7% | +28.7% | +142.9% | +176.0% |
| All | +100.3% | +96.4% | +3.9% | +185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling