+125.1%
HOOD vs VCIT
+2.5%
+122.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.2% | -10.5% | -10.8% |
| 7D | -14.4% | +0.5% | -14.9% | -15.2% |
| 30D | -30.0% | +2.1% | -32.1% | -32.9% |
| 3M | -15.5% | -1.6% | -14.0% | -12.8% |
| 6M | +1.8% | -1.6% | +3.3% | +5.4% |
| YTD | -30.7% | -1.5% | -29.2% | -27.9% |
| 1Y | -45.0% | -0.4% | -44.6% | -43.9% |
| 3Y | +709.0% | +19.6% | +689.4% | +495.7% |
| 5Y | +111.8% | +3.3% | +108.5% | +64.5% |
| All | +125.1% | +2.5% | +122.6% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling