-41.9%
SNAP vs VLTO
+56.1%
-98.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.4% |
| 7D | -7.3% | +2.0% | -9.4% | -8.3% |
| 30D | -18.9% | +21.8% | -40.7% | -27.4% |
| 3M | -5.3% | +20.2% | -25.5% | -14.5% |
| 6M | -16.9% | +36.3% | -53.3% | -30.2% |
| YTD | -37.4% | +18.8% | -56.3% | -43.3% |
| 1Y | -38.5% | +20.4% | -58.9% | -44.9% |
| 3Y | -55.1% | +71.9% | -127.0% | -64.4% |
| All | -41.9% | +56.1% | -98.0% | -50.7% |
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