+139.3%
HOOD vs VRT
+621.1%
-481.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.6% | -6.7% | -0.9% |
| 7D | -0.6% | -10.6% | +10.0% | +3.2% |
| 30D | -23.6% | -17.4% | -6.1% | -18.8% |
| 3M | -10.7% | -26.4% | +15.7% | -1.4% |
| 6M | +8.2% | -41.0% | +49.2% | +27.3% |
| YTD | -26.3% | +23.8% | -50.2% | -39.3% |
| 1Y | -36.1% | +11.6% | -47.7% | -44.9% |
| 3Y | +950.7% | +403.5% | +547.2% | +352.6% |
| 5Y | +127.0% | +647.0% | -520.0% | -30.8% |
| All | +139.3% | +621.1% | -481.8% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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