+397.6%
VRT vs SNAP
-53.9%
+451.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.8% | +2.0% |
| 7D | +18.6% | +2.6% | +16.1% | +18.0% |
| 30D | -11.7% | -19.6% | +7.9% | -7.9% |
| 3M | -27.3% | +0.4% | -27.7% | -28.0% |
| 6M | -42.9% | -5.9% | -36.9% | -43.2% |
| YTD | +29.5% | -35.3% | +64.8% | +38.5% |
| 1Y | +21.0% | -42.6% | +63.6% | +33.3% |
| All | +397.6% | -53.9% | +451.6% | +353.8% |
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