+139.3%
HOOD vs VFC
-70.3%
+209.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.0% |
| 7D | -0.6% | +7.7% | -8.3% | -3.2% |
| 30D | -23.6% | +39.2% | -62.8% | -32.5% |
| 3M | -10.7% | +40.3% | -51.0% | -21.6% |
| 6M | +8.2% | +11.4% | -3.2% | +1.8% |
| YTD | -26.3% | +17.5% | -43.9% | -32.2% |
| 1Y | -36.1% | +45.9% | -82.0% | -46.3% |
| 3Y | +950.7% | +47.3% | +903.4% | +673.1% |
| 5Y | +127.0% | -67.2% | +194.2% | +204.1% |
| All | +139.3% | -70.3% | +209.6% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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