+139.3%
HOOD vs VCIT
+2.4%
+136.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +2.9% |
| 7D | -0.6% | +0.7% | -1.4% | -2.1% |
| 30D | -23.6% | +1.8% | -25.4% | -26.3% |
| 3M | -10.7% | -1.6% | -9.1% | -7.8% |
| 6M | +8.2% | -2.1% | +10.3% | +13.1% |
| YTD | -26.3% | -1.6% | -24.8% | -23.3% |
| 1Y | -36.1% | -0.8% | -35.3% | -34.3% |
| 3Y | +950.7% | +19.9% | +930.8% | +669.7% |
| 5Y | +127.0% | +3.3% | +123.7% | +76.8% |
| All | +139.3% | +2.4% | +136.8% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling