+250.7%
HOOD vs VCLT
-15.9%
+266.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +17.1% | -0.5% | +17.6% | +17.8% |
| 30D | +31.6% | -0.9% | +32.4% | +33.0% |
| 3M | +38.2% | -3.2% | +41.5% | +43.5% |
| 6M | +48.5% | -3.8% | +52.3% | +56.0% |
| YTD | +8.0% | -2.0% | +10.0% | +11.3% |
| 1Y | +18.7% | -0.8% | +19.5% | +21.0% |
| 3Y | +999.1% | +12.3% | +986.8% | +887.5% |
| 5Y | +181.7% | -15.4% | +197.1% | +200.6% |
| All | +250.7% | -15.9% | +266.6% | +283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling