+14.6%
SNOW vs VCIT
+3.4%
+11.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.2% |
| 7D | +5.5% | -1.4% | +6.9% | +8.6% |
| 30D | -13.2% | +0.6% | -13.7% | -14.4% |
| 3M | -13.7% | -2.2% | -11.5% | -9.8% |
| 6M | +91.0% | -2.3% | +93.3% | +100.1% |
| YTD | +32.7% | -2.2% | +34.8% | +38.3% |
| 1Y | +13.3% | -1.4% | +14.6% | +16.0% |
| 3Y | +83.4% | +18.7% | +64.6% | +18.1% |
| 5Y | -24.7% | +3.6% | -28.3% | -27.6% |
| All | +14.6% | +3.4% | +11.2% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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