-39.3%
VG vs SNAP
-48.6%
+9.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | 0.0% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | +16.0% | +2.6% | +13.4% | +15.2% |
| 3M | +9.7% | -9.9% | +19.6% | +11.6% |
| 6M | +29.6% | +1.9% | +27.7% | +27.4% |
| YTD | +112.0% | -32.2% | +144.2% | +138.4% |
| 1Y | +12.8% | -22.8% | +35.7% | +21.5% |
| All | -39.3% | -48.6% | +9.3% | -25.0% |
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