-26.1%
SNOW vs VEU
+47.6%
-73.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | +5.5% | +2.1% | +3.4% | +2.5% |
| 30D | -13.2% | -0.9% | -12.2% | -11.7% |
| 3M | -13.7% | -5.4% | -8.4% | -6.4% |
| 6M | +91.0% | -1.8% | +92.8% | +94.0% |
| YTD | +32.7% | +10.9% | +21.7% | +8.3% |
| 1Y | +13.3% | +13.6% | -0.3% | -11.3% |
| 3Y | +83.4% | +69.3% | +14.1% | -31.2% |
| All | -26.1% | +47.6% | -73.7% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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