-42.9%
SNAP vs VLTO
+54.8%
-97.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.0% | -2.8% |
| 7D | -7.1% | +5.4% | -12.5% | -9.6% |
| 30D | -14.6% | +22.3% | -36.9% | -23.8% |
| 3M | -5.0% | +19.6% | -24.6% | -14.0% |
| 6M | -18.8% | +35.2% | -54.0% | -31.5% |
| YTD | -38.5% | +17.9% | -56.4% | -44.1% |
| 1Y | -38.1% | +19.5% | -57.6% | -44.3% |
| 3Y | -53.8% | +73.9% | -127.7% | -63.6% |
| All | -42.9% | +54.8% | -97.8% | -51.4% |
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