+905.2%
VRT vs SNAP
-92.8%
+998.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.0% | +8.4% | +5.2% |
| 7D | +9.1% | +0.7% | +8.4% | +8.9% |
| 30D | +0.9% | +2.6% | -1.7% | -0.1% |
| 3M | -13.4% | -9.9% | -3.5% | -12.5% |
| 6M | +11.7% | +1.9% | +9.8% | +8.7% |
| YTD | +73.2% | -32.2% | +105.5% | +82.7% |
| 1Y | +123.4% | -22.8% | +146.3% | +128.0% |
| 3Y | +606.2% | -47.6% | +653.8% | +629.7% |
| All | +905.2% | -92.8% | +998.0% | +1,080.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling