-90.4%
SNAP vs VCIT
+3.7%
-94.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.2% | -14.2% | -14.4% |
| 7D | -10.4% | +0.5% | -10.8% | -11.1% |
| 30D | -11.9% | +2.1% | -14.0% | -14.9% |
| 3M | -4.5% | -1.6% | -2.9% | -2.0% |
| 6M | -16.7% | -1.6% | -15.1% | -14.3% |
| YTD | -36.9% | -1.5% | -35.4% | -35.0% |
| 1Y | -30.3% | -0.4% | -29.9% | -29.3% |
| 3Y | -52.5% | +19.6% | -72.1% | -62.8% |
| 5Y | -90.4% | +3.3% | -93.7% | -93.0% |
| All | -90.4% | +3.7% | -94.1% | -93.0% |
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