+308.0%
HPQ vs VTEB
+26.0%
+282.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.5% | +5.2% |
| 7D | +2.2% | -0.7% | +2.9% | +2.6% |
| 30D | +9.7% | -2.1% | +11.8% | +10.9% |
| 3M | +32.7% | -2.7% | +35.4% | +34.5% |
| 6M | +77.7% | -2.1% | +79.8% | +79.7% |
| YTD | +51.0% | -1.1% | +52.1% | +51.9% |
| 1Y | +18.4% | +1.3% | +17.1% | +17.6% |
| 3Y | +25.6% | +9.0% | +16.6% | +20.0% |
| 5Y | +38.6% | +1.5% | +37.1% | +36.4% |
| 10Y | +226.1% | +18.5% | +207.6% | +266.7% |
| All | +308.0% | +26.0% | +282.1% | +491.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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