+32.8%
SNOW vs VT
+120.0%
-87.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +2.8% | +0.4% | +2.4% | +2.2% |
| 30D | +6.4% | +1.0% | +5.4% | +4.9% |
| 3M | +38.1% | +2.4% | +35.7% | +31.7% |
| 6M | +100.4% | +12.0% | +88.4% | +59.5% |
| YTD | +53.7% | +15.3% | +38.4% | +16.3% |
| 1Y | +52.0% | +22.6% | +29.4% | +2.3% |
| 3Y | +114.7% | +74.7% | +40.0% | -27.1% |
| 5Y | +8.8% | +66.1% | -57.4% | -56.2% |
| All | +32.8% | +120.0% | -87.2% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling