-76.8%
SNAP vs VTRS
-53.7%
-23.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.6% |
| 7D | +3.8% | -2.2% | +6.0% | +4.7% |
| 30D | +9.2% | +3.3% | +5.9% | +7.9% |
| 3M | +6.6% | +2.0% | +4.6% | +5.6% |
| 6M | +16.9% | +19.9% | -3.1% | +8.5% |
| YTD | -29.6% | +35.7% | -65.4% | -38.2% |
| 1Y | -22.1% | +68.1% | -90.2% | -37.5% |
| 3Y | -39.8% | +87.1% | -126.9% | -54.9% |
| 5Y | -92.4% | +47.6% | -140.0% | -93.9% |
| All | -76.8% | -53.7% | -23.1% | -68.2% |
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