+142.9%
HOOD vs VCLT
-16.4%
+159.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.7% |
| 7D | -3.2% | -0.6% | -2.7% | -2.6% |
| 30D | -22.6% | +2.8% | -25.3% | -24.9% |
| 3M | -10.4% | -0.4% | -10.0% | -9.9% |
| 6M | +4.7% | -3.1% | +7.8% | +8.7% |
| YTD | -25.2% | -2.7% | -22.6% | -22.4% |
| 1Y | -35.9% | -3.7% | -32.2% | -32.6% |
| 3Y | +927.7% | +15.6% | +912.1% | +799.2% |
| 5Y | +147.5% | -15.8% | +163.3% | +154.8% |
| All | +142.9% | -16.4% | +159.3% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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