-49.4%
VG vs SNAP
-53.1%
+3.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -7.7% | -10.6% | +2.9% | -6.9% |
| 30D | -8.8% | -19.7% | +10.9% | -7.2% |
| 3M | -15.6% | -6.5% | -9.1% | -15.9% |
| 6M | +5.2% | -17.8% | +23.0% | +7.1% |
| YTD | +76.9% | -38.0% | +114.9% | +99.4% |
| 1Y | +42.5% | -42.5% | +85.0% | +65.0% |
| All | -49.4% | -53.1% | +3.7% | -37.3% |
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 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