+30.5%
SNOW vs VUG
+136.9%
-106.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.4% |
| 7D | +8.4% | +0.1% | +8.3% | +8.6% |
| 30D | -1.0% | -1.7% | +0.7% | +2.1% |
| 3M | +38.3% | +2.8% | +35.5% | +31.9% |
| 6M | +81.3% | +13.6% | +67.7% | +47.3% |
| YTD | +51.1% | +8.1% | +43.0% | +33.8% |
| 1Y | +47.0% | +13.1% | +33.9% | +21.3% |
| 3Y | +99.7% | +87.0% | +12.8% | -28.5% |
| 5Y | +3.6% | +76.0% | -72.4% | -54.8% |
| All | +30.5% | +136.9% | -106.4% | -62.3% |
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