+68.5%
VG vs SNAP
-41.2%
+109.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.8% |
| 7D | +14.0% | +6.0% | +7.9% | +15.1% |
| 30D | -1.0% | -13.8% | +12.8% | -3.1% |
| 3M | -2.7% | -0.8% | -1.9% | -1.6% |
| 6M | +1.5% | -6.2% | +7.7% | +4.5% |
| YTD | +93.7% | -34.8% | +128.5% | +118.2% |
| 1Y | +68.5% | -38.7% | +107.2% | +85.4% |
| All | +68.5% | -41.2% | +109.7% | +85.4% |
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