+32.8%
SNOW vs VCLT
-13.5%
+46.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +2.8% | -0.5% | +3.3% | +3.4% |
| 30D | +6.4% | -0.9% | +7.3% | +7.4% |
| 3M | +38.1% | -3.2% | +41.3% | +42.8% |
| 6M | +100.4% | -3.8% | +104.2% | +108.7% |
| YTD | +53.7% | -2.0% | +55.7% | +56.9% |
| 1Y | +52.0% | -0.8% | +52.8% | +52.8% |
| 3Y | +114.7% | +12.3% | +102.4% | +82.6% |
| 5Y | +8.8% | -15.4% | +24.2% | +29.1% |
| All | +32.8% | -13.5% | +46.3% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling