-39.5%
SNAP vs VLTO
+56.4%
-95.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.4% |
| 7D | +6.0% | +1.0% | +5.1% | +5.5% |
| 30D | -13.8% | +17.5% | -31.2% | -21.1% |
| 3M | -0.8% | +21.4% | -22.2% | -10.9% |
| 6M | -6.2% | +38.1% | -44.4% | -21.8% |
| YTD | -34.8% | +19.0% | -53.8% | -41.0% |
| 1Y | -38.7% | +20.7% | -59.3% | -45.1% |
| 3Y | -53.5% | +64.3% | -117.7% | -62.1% |
| All | -39.5% | +56.4% | -95.8% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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