+50.0%
VG vs SNAP
-42.2%
+92.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.6% | -0.3% |
| 7D | -22.0% | -7.1% | -14.9% | -22.6% |
| 30D | -11.6% | -14.6% | +3.0% | -13.2% |
| 3M | -14.9% | -5.0% | -9.9% | -14.6% |
| 6M | -3.5% | -18.8% | +15.3% | -2.3% |
| YTD | +70.0% | -38.5% | +108.5% | +102.0% |
| 1Y | +50.0% | -38.1% | +88.1% | +77.1% |
| All | +50.0% | -42.2% | +92.2% | +77.1% |
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