+17.6%
SNOW vs VT
+112.4%
-94.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | +0.3% |
| 7D | +10.8% | +2.9% | +7.9% | +5.3% |
| 30D | -16.5% | -2.5% | -14.0% | -12.1% |
| 3M | -10.1% | -3.3% | -6.8% | -3.7% |
| 6M | +96.5% | +1.5% | +95.0% | +91.0% |
| YTD | +36.2% | +11.4% | +24.8% | +10.2% |
| 1Y | +10.7% | +11.9% | -1.2% | -11.3% |
| 3Y | +86.2% | +73.9% | +12.3% | -36.6% |
| 5Y | -22.7% | +57.9% | -80.6% | -65.9% |
| All | +17.6% | +112.4% | -94.8% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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