+3.3%
SNOW vs VCLT
-17.2%
+20.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -2.4% | -1.4% | -1.1% | -1.0% |
| 30D | -1.0% | -1.2% | +0.2% | +0.2% |
| 3M | +36.9% | -4.8% | +41.6% | +44.0% |
| 6M | +83.4% | -2.6% | +85.9% | +88.5% |
| YTD | +50.0% | -3.3% | +53.3% | +55.3% |
| 1Y | +46.5% | -4.8% | +51.3% | +54.2% |
| 3Y | +93.3% | +11.5% | +81.8% | +64.8% |
| All | +3.3% | -17.2% | +20.5% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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