+81.5%
SNOW vs VLTO
+54.8%
+26.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.1% |
| 7D | -9.9% | +5.4% | -15.3% | -12.1% |
| 30D | -17.1% | +22.3% | -39.4% | -25.5% |
| 3M | -13.2% | +19.6% | -32.9% | -21.2% |
| 6M | +97.4% | +35.2% | +62.3% | +66.2% |
| YTD | +25.8% | +17.9% | +7.9% | +15.3% |
| 1Y | +4.2% | +19.5% | -15.3% | -5.5% |
| 3Y | +91.3% | +73.9% | +17.4% | +33.0% |
| All | +81.5% | +54.8% | +26.7% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling