+30.5%
SNOW vs VXUS
+93.9%
-63.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.1% |
| 7D | +8.4% | +0.3% | +8.1% | +8.1% |
| 30D | -1.0% | +0.7% | -1.6% | -1.8% |
| 3M | +38.3% | +4.8% | +33.6% | +28.5% |
| 6M | +81.3% | +11.3% | +70.0% | +50.4% |
| YTD | +51.1% | +16.5% | +34.6% | +16.2% |
| 1Y | +47.0% | +24.3% | +22.7% | +1.8% |
| 3Y | +99.7% | +74.5% | +25.3% | -22.3% |
| 5Y | +3.6% | +54.3% | -50.7% | -48.8% |
| All | +30.5% | +93.9% | -63.4% | -44.3% |
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