+102.2%
SNOW vs VFC
-25.9%
+128.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | +4.9% | +0.8% | +4.1% | +4.7% |
| 30D | +1.5% | -11.9% | +13.5% | +3.5% |
| 3M | +39.5% | -20.2% | +59.7% | +43.4% |
| 6M | +85.9% | -23.0% | +108.9% | +91.6% |
| YTD | +52.9% | -26.2% | +79.2% | +58.5% |
| 1Y | +48.1% | -13.3% | +61.4% | +48.2% |
| 3Y | +102.2% | -25.5% | +127.6% | +95.2% |
| All | +102.2% | -25.9% | +128.1% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling