-79.7%
SNAP vs VCLT
+20.2%
-99.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -7.1% | +0.3% | -7.4% | -7.3% |
| 30D | -14.6% | +3.7% | -18.3% | -16.9% |
| 3M | -5.0% | -1.0% | -4.0% | -4.2% |
| 6M | -18.8% | -3.4% | -15.5% | -16.6% |
| YTD | -38.5% | -2.6% | -35.9% | -37.1% |
| 1Y | -38.1% | -3.3% | -34.8% | -36.3% |
| 3Y | -53.8% | +17.3% | -71.1% | -57.9% |
| 5Y | -90.7% | -17.0% | -73.7% | -89.9% |
| All | -79.7% | +20.2% | -99.9% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling