+2,723.0%
VRT vs SNAP
-55.6%
+2,778.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.0% | +8.4% | +5.1% |
| 7D | +9.1% | +0.7% | +8.4% | +8.9% |
| 30D | +0.9% | +2.6% | -1.7% | 0.0% |
| 3M | -13.4% | -9.9% | -3.5% | -12.6% |
| 6M | +11.7% | +1.9% | +9.8% | +9.0% |
| YTD | +73.2% | -32.2% | +105.5% | +81.8% |
| 1Y | +123.4% | -22.8% | +146.3% | +127.6% |
| 3Y | +606.2% | -47.6% | +653.8% | +630.8% |
| 5Y | +899.9% | -92.7% | +992.6% | +1,152.8% |
| All | +2,723.0% | -55.6% | +2,778.6% | +2,277.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling