+2,826.7%
VRT vs SNAP
-55.9%
+2,882.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | +13.6% | +1.5% | +12.1% | +13.2% |
| 30D | +6.8% | +1.9% | +4.9% | +5.9% |
| 3M | -3.2% | -3.9% | +0.7% | -3.6% |
| 6M | +20.3% | +5.2% | +15.1% | +16.7% |
| YTD | +79.6% | -32.7% | +112.3% | +88.7% |
| 1Y | +139.0% | -24.8% | +163.8% | +144.7% |
| 3Y | +644.6% | -42.2% | +686.8% | +657.9% |
| 5Y | +1,024.4% | -92.7% | +1,117.0% | +1,307.4% |
| All | +2,826.7% | -55.9% | +2,882.6% | +2,367.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling