-78.5%
SNAP vs VTRS
-41.6%
-36.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.5% |
| 7D | +6.0% | +4.6% | +1.5% | +4.3% |
| 30D | -13.8% | +19.4% | -33.2% | -19.4% |
| 3M | -0.8% | +30.8% | -31.5% | -10.5% |
| 6M | -6.2% | +21.6% | -27.9% | -13.4% |
| YTD | -34.8% | +71.2% | -106.0% | -47.7% |
| 1Y | -38.7% | +97.6% | -136.3% | -53.5% |
| 3Y | -53.5% | +163.9% | -217.3% | -69.4% |
| 5Y | -90.2% | +82.1% | -172.3% | -92.8% |
| All | -78.5% | -41.6% | -36.9% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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