+29.6%
SNOW vs VTR
+141.1%
-111.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -1.0% | +1.1% | -2.1% | -1.2% |
| 3M | +36.9% | +7.9% | +29.0% | +34.4% |
| 6M | +83.4% | +6.2% | +77.2% | +79.6% |
| YTD | +50.0% | +17.7% | +32.2% | +42.9% |
| 1Y | +46.5% | +32.9% | +13.6% | +35.0% |
| 3Y | +93.3% | +129.7% | -36.4% | +51.6% |
| 5Y | +3.3% | +89.3% | -86.0% | -17.5% |
| All | +29.6% | +141.1% | -111.6% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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