+46.5%
SNOW vs VWO
+16.3%
+30.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -2.4% | -1.8% | -0.7% | -1.7% |
| 30D | -1.0% | -0.1% | -0.9% | -0.9% |
| 3M | +36.9% | +2.2% | +34.6% | +35.2% |
| 6M | +83.4% | +8.8% | +74.6% | +71.9% |
| YTD | +50.0% | +12.4% | +37.6% | +35.7% |
| 1Y | +46.5% | +15.6% | +30.9% | +29.1% |
| All | +46.5% | +16.3% | +30.2% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling