-78.5%
SNAP vs VCLT
+18.1%
-96.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +6.0% | -2.3% | +8.3% | +7.9% |
| 30D | -13.8% | +0.8% | -14.5% | -14.2% |
| 3M | -0.8% | -2.7% | +1.9% | +1.4% |
| 6M | -6.2% | -4.3% | -1.9% | -2.9% |
| YTD | -34.8% | -4.3% | -30.5% | -32.4% |
| 1Y | -38.7% | -4.4% | -34.3% | -36.4% |
| 3Y | -53.5% | +13.8% | -67.2% | -56.7% |
| 5Y | -90.2% | -17.0% | -73.2% | -89.4% |
| All | -78.5% | +18.1% | -96.6% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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