+132.4%
HOOD vs VCIT
+2.4%
+130.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.5% |
| 7D | -4.8% | +0.1% | -4.9% | -5.0% |
| 30D | -26.1% | +1.9% | -28.0% | -28.9% |
| 3M | -10.8% | -1.4% | -9.4% | -8.1% |
| 6M | +2.4% | -2.1% | +4.5% | +7.1% |
| YTD | -28.5% | -1.6% | -26.8% | -25.4% |
| 1Y | -36.3% | -0.9% | -35.4% | -34.4% |
| 3Y | +743.7% | +20.0% | +723.7% | +517.6% |
| 5Y | +118.6% | +3.1% | +115.5% | +70.1% |
| All | +132.4% | +2.4% | +130.0% | +87.8% |
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