+139.3%
HOOD vs VUG
+75.2%
+64.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | -1.9% |
| 7D | -0.6% | +0.5% | -1.1% | -1.2% |
| 30D | -23.6% | -8.2% | -15.4% | -10.5% |
| 3M | -10.7% | -5.4% | -5.2% | 0.0% |
| 6M | +8.2% | -2.5% | +10.7% | +15.5% |
| YTD | -26.3% | +4.2% | -30.5% | -28.5% |
| 1Y | -36.1% | +5.0% | -41.1% | -38.3% |
| 3Y | +950.7% | +81.7% | +869.0% | +378.6% |
| 5Y | +127.0% | +62.5% | +64.5% | +26.6% |
| All | +139.3% | +75.2% | +64.1% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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