+123.4%
VRT vs SNOW
+51.4%
+72.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.4% | +9.8% | +4.4% |
| 7D | +9.1% | +2.8% | +6.3% | +8.9% |
| 30D | +0.9% | +6.4% | -5.5% | +0.8% |
| 3M | -13.4% | +38.1% | -51.5% | -13.0% |
| 6M | +11.7% | +100.4% | -88.7% | +12.5% |
| YTD | +73.2% | +53.7% | +19.5% | +91.9% |
| 1Y | +123.4% | +52.0% | +71.5% | +144.8% |
| All | +123.4% | +51.4% | +72.0% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 1y: compounded portfolio wealth divided by compounded SNOW 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…
1y analysis · Full analysis span regression · 6 months rolling