+29.8%
SNOW vs VTEB
+3.9%
+25.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.9% |
| 7D | -7.5% | -1.2% | -6.3% | -5.3% |
| 30D | -1.3% | -2.9% | +1.5% | +4.5% |
| 3M | +37.4% | -3.2% | +40.6% | +46.4% |
| 6M | +88.1% | -2.6% | +90.7% | +98.5% |
| YTD | +50.3% | -1.8% | +52.1% | +56.2% |
| 1Y | +46.0% | +0.2% | +45.8% | +45.8% |
| 3Y | +98.7% | +8.2% | +90.5% | +57.1% |
| 5Y | +3.5% | +0.8% | +2.7% | +24.0% |
| All | +29.8% | +3.9% | +25.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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