-77.7%
SNAP vs VFC
-64.5%
-13.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -4.9% |
| 7D | +0.7% | -1.6% | +2.3% | +1.3% |
| 30D | +2.6% | -11.6% | +14.3% | +7.4% |
| 3M | -9.9% | -18.1% | +8.2% | -3.8% |
| 6M | +1.9% | -27.4% | +29.2% | +13.5% |
| YTD | -32.2% | -24.8% | -7.4% | -25.8% |
| 1Y | -22.8% | -8.2% | -14.6% | -23.3% |
| 3Y | -47.6% | -29.1% | -18.5% | -48.8% |
| 5Y | -92.7% | -79.2% | -13.6% | -88.3% |
| All | -77.7% | -64.5% | -13.2% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling