+243.8%
HPQ vs VCLT
+17.1%
+226.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | 0.0% | +8.4% | +8.4% |
| 7D | +9.8% | -1.4% | +11.1% | +10.3% |
| 30D | +22.4% | -1.2% | +23.5% | +22.9% |
| 3M | +45.2% | -4.8% | +49.9% | +47.9% |
| 6M | +96.4% | -2.6% | +99.0% | +98.5% |
| YTD | +65.4% | -3.3% | +68.7% | +67.5% |
| 1Y | +31.6% | -4.8% | +36.4% | +34.0% |
| 3Y | +37.0% | +11.5% | +25.5% | +31.6% |
| 5Y | +53.0% | -17.0% | +70.0% | +58.9% |
| All | +243.8% | +17.1% | +226.8% | +252.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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