+193.0%
HOOD vs VCLT
-15.1%
+208.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +13.4% | +0.3% | +13.1% | +13.0% |
| 30D | +25.8% | -0.6% | +26.3% | +26.7% |
| 3M | +38.0% | -2.2% | +40.2% | +41.6% |
| 6M | +52.2% | -2.9% | +55.1% | +58.3% |
| YTD | +3.7% | -2.1% | +5.8% | +7.0% |
| 1Y | +0.1% | -2.6% | +2.6% | +3.7% |
| 3Y | +992.6% | +12.5% | +980.0% | +880.9% |
| 5Y | +193.0% | -15.3% | +208.3% | +193.6% |
| All | +193.0% | -15.1% | +208.1% | +193.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling