+18.6%
SNOW vs VFC
-66.7%
+85.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +3.7% | -1.4% | +5.0% | +4.1% |
| 30D | -16.4% | +30.7% | -47.1% | -21.7% |
| 3M | -9.9% | +40.6% | -50.5% | -17.3% |
| 6M | +98.8% | +16.5% | +82.4% | +88.8% |
| YTD | +37.3% | +16.2% | +21.1% | +29.3% |
| 1Y | +11.0% | +42.4% | -31.4% | -1.3% |
| 3Y | +87.8% | +48.1% | +39.7% | +48.1% |
| 5Y | -18.4% | -67.8% | +49.4% | +14.0% |
| All | +18.6% | -66.7% | +85.3% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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