-79.4%
SNAP vs VFC
-44.5%
-34.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.8% |
| 7D | -7.3% | +7.7% | -15.0% | -9.7% |
| 30D | -18.9% | +39.2% | -58.1% | -28.5% |
| 3M | -5.3% | +40.3% | -45.5% | -16.9% |
| 6M | -16.9% | +11.4% | -28.3% | -21.3% |
| YTD | -37.4% | +17.5% | -55.0% | -42.2% |
| 1Y | -38.5% | +45.9% | -84.4% | -48.1% |
| 3Y | -55.1% | +47.3% | -102.4% | -66.4% |
| 5Y | -90.8% | -67.2% | -23.6% | -87.6% |
| All | -79.4% | -44.5% | -34.9% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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