+120.8%
SNOW vs VLTO
+26.2%
+94.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +4.9% | -1.6% | +6.5% | +5.9% |
| 30D | +1.5% | -2.9% | +4.4% | +3.1% |
| 3M | +39.5% | +12.7% | +26.9% | +29.4% |
| 6M | +85.9% | +1.6% | +84.3% | +83.7% |
| YTD | +52.9% | -4.0% | +56.9% | +56.5% |
| 1Y | +48.1% | -10.2% | +58.3% | +57.3% |
| All | +120.8% | +26.2% | +94.6% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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