+13.8%
VRT vs SNOW
+7.5%
+6.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.5% | -11.4% | -12.9% |
| 7D | -15.4% | -14.5% | -0.9% | -15.4% |
| 30D | -19.0% | -14.3% | -4.7% | -18.9% |
| 3M | -23.8% | -8.3% | -15.6% | -23.6% |
| 6M | -37.9% | +101.5% | -139.4% | -35.5% |
| YTD | +27.0% | +32.5% | -5.5% | +41.5% |
| 1Y | +13.8% | +9.5% | +4.3% | +32.7% |
| All | +13.8% | +7.5% | +6.3% | +32.7% |
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