+133.6%
HOOD vs VIG
+74.0%
+59.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | +3.8% | +3.1% | +0.7% | -2.8% |
| 30D | -26.4% | +5.0% | -31.4% | -33.6% |
| 3M | -14.3% | +2.7% | -17.0% | -18.4% |
| 6M | +3.9% | +11.0% | -7.0% | -16.1% |
| YTD | -28.1% | +16.0% | -44.0% | -46.5% |
| 1Y | -38.8% | +16.3% | -55.1% | -54.5% |
| 3Y | +888.5% | +66.8% | +821.6% | +307.9% |
| 5Y | +131.0% | +64.8% | +66.3% | -5.2% |
| All | +133.6% | +74.0% | +59.6% | +0.9% |
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