-18.1%
SNOW vs VFC
-67.2%
+49.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +0.2% | +3.5% | -3.2% | -0.6% |
| 30D | -19.8% | +38.3% | -58.1% | -26.3% |
| 3M | -11.6% | +40.2% | -51.8% | -19.2% |
| 6M | +94.0% | +10.6% | +83.4% | +86.2% |
| YTD | +34.8% | +16.7% | +18.1% | +26.4% |
| 1Y | +10.1% | +45.0% | -34.8% | -3.3% |
| 3Y | +84.4% | +48.8% | +35.6% | +41.3% |
| 5Y | -18.1% | -67.6% | +49.5% | +104.2% |
| All | -18.1% | -67.2% | +49.1% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling