+16.5%
SNOW vs VFC
-66.5%
+83.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +0.2% | +3.5% | -3.2% | -0.5% |
| 30D | -19.8% | +38.3% | -58.1% | -26.0% |
| 3M | -11.6% | +40.2% | -51.8% | -18.8% |
| 6M | +94.0% | +10.6% | +83.4% | +86.6% |
| YTD | +34.8% | +16.7% | +18.1% | +26.9% |
| 1Y | +10.1% | +45.0% | -34.8% | -2.5% |
| 3Y | +84.4% | +48.8% | +35.6% | +45.3% |
| 5Y | -18.1% | -67.6% | +49.5% | +14.3% |
| All | +16.5% | -66.5% | +83.0% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling