-90.5%
SNAP vs VCIT
+3.3%
-93.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | +0.1% |
| 7D | -10.6% | +0.1% | -10.7% | -10.7% |
| 30D | -19.7% | +1.1% | -20.9% | -21.3% |
| 3M | -6.5% | -1.4% | -5.2% | -4.4% |
| 6M | -17.8% | -2.3% | -15.4% | -14.4% |
| YTD | -38.0% | -1.8% | -36.2% | -35.9% |
| 1Y | -42.5% | -1.0% | -41.5% | -41.1% |
| 3Y | -55.8% | +19.3% | -75.1% | -65.3% |
| 5Y | -90.5% | +3.8% | -94.3% | -93.2% |
| All | -90.5% | +3.3% | -93.8% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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