+32.1%
SNOW vs VEU
+97.2%
-65.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.1% |
| 7D | +4.9% | +1.7% | +3.2% | +2.6% |
| 30D | +1.5% | +1.0% | +0.5% | +0.2% |
| 3M | +39.5% | +5.6% | +33.9% | +28.2% |
| 6M | +85.9% | +13.7% | +72.2% | +49.5% |
| YTD | +52.9% | +17.7% | +35.2% | +15.9% |
| 1Y | +48.1% | +25.8% | +22.3% | +0.9% |
| 3Y | +102.2% | +77.1% | +25.1% | -23.0% |
| 5Y | +5.5% | +57.1% | -51.7% | -49.5% |
| All | +32.1% | +97.2% | -65.0% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling