+30.5%
SNOW vs VFC
-79.3%
+109.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.7% |
| 7D | +8.4% | -2.3% | +10.7% | +8.9% |
| 30D | -1.0% | -13.4% | +12.4% | +2.4% |
| 3M | +38.3% | -23.7% | +62.0% | +45.8% |
| 6M | +81.3% | -24.5% | +105.7% | +90.6% |
| YTD | +51.1% | -27.8% | +79.0% | +60.0% |
| 1Y | +47.0% | -13.5% | +60.4% | +46.5% |
| 3Y | +99.7% | -27.1% | +126.9% | +89.6% |
| 5Y | +3.6% | -79.0% | +82.6% | +62.0% |
| All | +30.5% | -79.3% | +109.8% | +118.1% |
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