+213.9%
HPQ vs VFC
-69.9%
+283.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +5.6% |
| 7D | +2.2% | -2.3% | +4.6% | +3.0% |
| 30D | +9.7% | -13.4% | +23.1% | +14.7% |
| 3M | +32.7% | -23.7% | +56.4% | +42.9% |
| 6M | +77.7% | -24.5% | +102.2% | +90.4% |
| YTD | +51.0% | -27.8% | +78.8% | +63.4% |
| 1Y | +18.4% | -13.5% | +31.9% | +19.5% |
| 3Y | +25.6% | -27.1% | +52.7% | +16.3% |
| 5Y | +38.6% | -79.0% | +117.7% | +120.0% |
| All | +213.9% | -69.9% | +283.8% | +333.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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