+225.5%
HOOD vs VIVK
-100.0%
+325.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.7% |
| 7D | -9.1% | -9.5% | +0.3% | -9.0% |
| 30D | +20.1% | -35.1% | +55.2% | +21.1% |
| 3M | +31.2% | -93.4% | +124.6% | +36.7% |
| 6M | +44.3% | -98.0% | +142.3% | +51.9% |
| YTD | +0.2% | -97.9% | +98.1% | +4.1% |
| 1Y | -3.5% | -100.0% | +96.4% | +5.9% |
| 3Y | +955.2% | -100.0% | +1,055.2% | +1,034.6% |
| 5Y | +175.3% | -100.0% | +275.3% | +201.2% |
| All | +225.5% | -100.0% | +325.5% | +250.2% |
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