+123.6%
HOOD vs VIVK
-100.0%
+223.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.5% | +3.2% | -4.1% |
| 7D | -3.8% | -57.7% | +53.9% | -1.9% |
| 30D | -23.0% | -87.3% | +64.3% | -19.8% |
| 3M | -21.6% | -98.9% | +77.3% | -14.6% |
| 6M | +1.4% | -100.0% | +101.4% | +15.9% |
| YTD | -31.2% | -100.0% | +68.8% | -22.6% |
| 1Y | -35.9% | -100.0% | +64.1% | -24.9% |
| 3Y | +836.9% | -100.0% | +936.9% | +987.4% |
| 5Y | +121.1% | -100.0% | +221.1% | +152.7% |
| All | +123.6% | -100.0% | +223.6% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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