-92.8%
SNAP vs VFC
-79.1%
-13.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -5.0% |
| 7D | +0.7% | -1.6% | +2.3% | +1.3% |
| 30D | +2.6% | -11.6% | +14.3% | +7.7% |
| 3M | -9.9% | -18.1% | +8.2% | -3.5% |
| 6M | +1.9% | -27.4% | +29.2% | +14.1% |
| YTD | -32.2% | -24.8% | -7.4% | -25.5% |
| 1Y | -22.8% | -8.2% | -14.6% | -23.5% |
| 3Y | -47.6% | -29.1% | -18.5% | -48.6% |
| All | -92.8% | -79.1% | -13.8% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling