+140.6%
VEA vs SNAP
-78.3%
+218.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | +1.8% | +2.6% | -0.7% | +1.6% |
| 30D | -0.9% | -19.6% | +18.7% | +0.7% |
| 3M | -5.0% | +0.4% | -5.4% | -5.4% |
| 6M | 0.0% | -5.9% | +5.9% | -0.2% |
| YTD | +12.2% | -35.3% | +47.5% | +14.8% |
| 1Y | +14.7% | -42.6% | +57.3% | +18.4% |
| 3Y | +73.2% | -53.9% | +127.1% | +76.0% |
| 5Y | +53.7% | -90.3% | +144.0% | +65.9% |
| All | +140.6% | -78.3% | +218.8% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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