+18.6%
SNOW vs VXUS
+85.4%
-66.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +0.5% |
| 7D | +3.7% | -0.5% | +4.2% | +4.7% |
| 30D | -16.4% | -1.2% | -15.2% | -14.7% |
| 3M | -9.9% | -3.8% | -6.0% | -4.5% |
| 6M | +98.8% | -1.7% | +100.5% | +101.7% |
| YTD | +37.3% | +11.4% | +25.9% | +12.6% |
| 1Y | +11.0% | +13.3% | -2.3% | -11.5% |
| 3Y | +87.8% | +70.0% | +17.8% | -24.8% |
| 5Y | -18.4% | +48.1% | -66.5% | -57.1% |
| All | +18.6% | +85.4% | -66.8% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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