+14.6%
SNOW vs VUG
+127.8%
-113.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -1.2% |
| 7D | +5.5% | +2.5% | +3.0% | +1.6% |
| 30D | -13.2% | -6.3% | -6.9% | -3.5% |
| 3M | -13.7% | -6.0% | -7.7% | -4.2% |
| 6M | +91.0% | -3.5% | +94.5% | +102.9% |
| YTD | +32.7% | +3.9% | +28.7% | +25.5% |
| 1Y | +13.3% | +5.1% | +8.2% | +5.1% |
| 3Y | +83.4% | +77.9% | +5.5% | -28.8% |
| 5Y | -24.7% | +62.4% | -87.1% | -62.9% |
| All | +14.6% | +127.8% | -113.2% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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