+654.4%
VRT vs SNAP
-90.3%
+744.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.8% |
| 7D | +10.5% | +6.0% | +4.5% | +9.2% |
| 30D | -9.3% | -13.8% | +4.5% | -6.7% |
| 3M | -29.6% | -0.8% | -28.8% | -30.1% |
| 6M | -45.4% | -6.2% | -39.1% | -45.7% |
| YTD | +24.8% | -34.8% | +59.6% | +32.3% |
| 1Y | +23.6% | -38.7% | +62.3% | +32.9% |
| 3Y | +379.7% | -53.5% | +433.1% | +406.3% |
| All | +654.4% | -90.3% | +744.7% | +928.0% |
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 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