+51.8%
VG vs SNAP
-22.3%
+74.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +5.9% | -13.6% | -6.7% |
| 7D | -16.4% | -0.7% | -15.7% | -16.2% |
| 30D | -10.8% | +5.5% | -16.3% | -9.5% |
| 3M | -6.3% | +2.2% | -8.5% | -4.8% |
| 6M | -12.5% | -4.1% | -8.5% | -9.2% |
| YTD | +76.9% | -26.6% | +103.5% | +110.4% |
| 1Y | +51.8% | -20.7% | +72.5% | +72.4% |
| All | +51.8% | -22.3% | +74.1% | +72.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling