+179.3%
HOOD vs VFC
-78.7%
+257.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.9% |
| 7D | +7.7% | -2.3% | +10.1% | +8.7% |
| 30D | +22.0% | -13.4% | +35.3% | +28.8% |
| 3M | +37.6% | -23.7% | +61.3% | +50.3% |
| 6M | +45.3% | -24.5% | +69.7% | +59.1% |
| YTD | +1.9% | -27.8% | +29.8% | +13.3% |
| 1Y | -2.7% | -13.5% | +10.7% | -1.2% |
| 3Y | +973.4% | -27.1% | +1,000.5% | +927.9% |
| 5Y | +179.3% | -79.0% | +258.3% | +494.1% |
| All | +179.3% | -78.7% | +257.9% | +494.1% |
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 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