+179.3%
HOOD vs VIVK
-100.0%
+279.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.3% | +4.6% | -1.6% |
| 7D | +7.7% | -7.9% | +15.6% | +7.9% |
| 30D | +22.0% | -42.0% | +63.9% | +23.4% |
| 3M | +37.6% | -92.5% | +130.1% | +43.7% |
| 6M | +45.3% | -98.0% | +143.3% | +54.1% |
| YTD | +1.9% | -97.9% | +99.8% | +6.5% |
| 1Y | -2.7% | -100.0% | +97.3% | +8.9% |
| 3Y | +973.4% | -100.0% | +1,073.4% | +1,069.7% |
| 5Y | +179.3% | -100.0% | +279.3% | +211.9% |
| All | +179.3% | -100.0% | +279.3% | +211.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling