+91.6%
SNOW vs VLTO
+56.1%
+35.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.2% |
| 7D | +0.2% | +2.0% | -1.9% | -0.7% |
| 30D | -21.1% | +21.8% | -42.9% | -28.9% |
| 3M | -11.9% | +20.2% | -32.1% | -20.1% |
| 6M | +91.0% | +36.3% | +54.6% | +60.0% |
| YTD | +32.7% | +18.8% | +13.9% | +21.3% |
| 1Y | +10.8% | +20.4% | -9.6% | +0.2% |
| 3Y | +86.2% | +71.9% | +14.3% | +30.7% |
| All | +91.6% | +56.1% | +35.5% | +43.3% |
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