+133.6%
HOOD vs VIG
+72.7%
+60.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.6% | -2.9% |
| 7D | -5.1% | +1.0% | -6.1% | -6.8% |
| 30D | -25.4% | +4.5% | -29.9% | -32.0% |
| 3M | -14.0% | +2.1% | -16.0% | -17.1% |
| 6M | +5.6% | +10.5% | -4.9% | -14.0% |
| YTD | -28.1% | +15.1% | -43.2% | -45.6% |
| 1Y | -40.1% | +16.9% | -57.0% | -56.0% |
| 3Y | +888.2% | +65.6% | +822.7% | +314.3% |
| 5Y | +135.8% | +64.4% | +71.4% | -1.6% |
| All | +133.6% | +72.7% | +60.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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