+74.2%
VEA vs SNAP
-52.9%
+127.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | +0.2% |
| 7D | -1.3% | -9.8% | +8.5% | -0.4% |
| 30D | 0.0% | -18.2% | +18.2% | +1.6% |
| 3M | -3.6% | -3.1% | -0.5% | -3.7% |
| 6M | -0.5% | -7.1% | +6.6% | -0.5% |
| YTD | +13.0% | -33.8% | +46.8% | +15.4% |
| 1Y | +16.3% | -39.0% | +55.3% | +19.5% |
| All | +74.2% | -52.9% | +127.0% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling