-79.6%
SNAP vs VCLT
+19.2%
-98.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.2% |
| 7D | -10.6% | +0.2% | -10.8% | -10.7% |
| 30D | -19.7% | +2.3% | -22.0% | -21.1% |
| 3M | -6.5% | -1.1% | -5.5% | -5.7% |
| 6M | -17.8% | -4.2% | -13.6% | -15.0% |
| YTD | -38.0% | -3.4% | -34.7% | -36.2% |
| 1Y | -42.5% | -3.8% | -38.7% | -40.6% |
| 3Y | -55.8% | +14.7% | -70.5% | -59.2% |
| 5Y | -90.5% | -16.7% | -73.9% | -89.8% |
| All | -79.6% | +19.2% | -98.8% | -81.8% |
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