+1,010.9%
VRT vs SNOW
+20.7%
+990.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.5% |
| 7D | -17.7% | +0.2% | -17.9% | -17.5% |
| 30D | -20.0% | -19.8% | -0.2% | -14.9% |
| 3M | -28.1% | -11.6% | -16.4% | -25.8% |
| 6M | -42.8% | +94.0% | -136.9% | -54.3% |
| YTD | +20.0% | +34.8% | -14.9% | +4.7% |
| 1Y | +3.5% | +10.1% | -6.6% | -3.9% |
| 3Y | +366.1% | +84.4% | +281.7% | +255.8% |
| 5Y | +632.2% | -18.1% | +650.3% | +503.4% |
| All | +1,010.9% | +20.7% | +990.2% | +759.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling