-77.7%
SNAP vs VCLT
+20.9%
-98.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | +0.7% | -0.5% | +1.2% | +1.1% |
| 30D | +2.6% | -0.9% | +3.5% | +3.4% |
| 3M | -9.9% | -3.2% | -6.6% | -7.5% |
| 6M | +1.9% | -3.8% | +5.7% | +5.2% |
| YTD | -32.2% | -2.0% | -30.2% | -30.9% |
| 1Y | -22.8% | -0.8% | -22.0% | -22.1% |
| 3Y | -47.6% | +12.3% | -59.9% | -51.1% |
| 5Y | -92.7% | -15.4% | -77.3% | -92.2% |
| All | -77.7% | +20.9% | -98.6% | -80.3% |
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