+64.4%
VG vs SNAP
-41.1%
+105.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +7.0% | +4.4% |
| 7D | +15.1% | +2.6% | +12.6% | +15.5% |
| 30D | -4.2% | -19.6% | +15.4% | -7.3% |
| 3M | -3.1% | +0.4% | -3.5% | -1.9% |
| 6M | +0.3% | -5.9% | +6.3% | +3.3% |
| YTD | +95.5% | -35.3% | +130.8% | +123.9% |
| 1Y | +64.4% | -42.6% | +107.0% | +87.3% |
| All | +64.4% | -41.1% | +105.5% | +87.3% |
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