+113.0%
HOOD vs VFC
-67.4%
+180.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -4.8% | +11.2% | -16.0% | -8.6% |
| 30D | -26.1% | +41.5% | -67.6% | -35.5% |
| 3M | -10.8% | +38.9% | -49.7% | -21.8% |
| 6M | +2.4% | +6.1% | -3.8% | -2.1% |
| YTD | -28.5% | +14.5% | -43.0% | -33.8% |
| 1Y | -36.3% | +46.0% | -82.3% | -46.9% |
| 3Y | +743.7% | +36.4% | +707.3% | +530.9% |
| All | +113.0% | -67.4% | +180.5% | +298.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling