-77.5%
SNAP vs VTEB
+21.2%
-98.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.6% |
| 7D | -3.2% | -1.2% | -1.9% | -2.1% |
| 30D | +0.2% | -2.9% | +3.1% | +2.7% |
| 3M | +2.6% | -3.2% | +5.8% | +5.5% |
| 6M | +12.4% | -2.6% | +15.1% | +15.2% |
| YTD | -31.6% | -1.8% | -29.8% | -30.3% |
| 1Y | -21.7% | +0.2% | -21.9% | -21.4% |
| 3Y | -41.2% | +8.2% | -49.4% | -44.3% |
| 5Y | -92.6% | +0.8% | -93.4% | -92.7% |
| All | -77.5% | +21.2% | -98.6% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 10y: compounded portfolio wealth divided by compounded VTEB 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…
10y analysis · Full analysis span regression · 6 months rolling