+127.5%
HPQ vs VCIT
+98.3%
+29.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +6.9% | -0.3% | +7.3% | +7.1% |
| 30D | +14.4% | -0.8% | +15.2% | +14.8% |
| 3M | +25.6% | -1.0% | +26.6% | +26.1% |
| 6M | +75.0% | -1.8% | +76.9% | +76.2% |
| YTD | +50.7% | -0.7% | +51.4% | +51.1% |
| 1Y | +18.7% | +1.0% | +17.7% | +18.3% |
| 3Y | +21.5% | +18.8% | +2.7% | +15.0% |
| 5Y | +31.6% | +3.5% | +28.1% | +24.2% |
| 10Y | +216.1% | +29.2% | +186.8% | +218.8% |
| All | +127.5% | +98.3% | +29.2% | +223.2% |
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