+1,318.9%
VRT vs SNOW
+34.6%
+1,284.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.5% |
| 7D | -7.7% | -7.5% | -0.2% | -5.9% |
| 30D | -12.0% | -1.3% | -10.6% | -12.0% |
| 3M | -11.7% | +37.4% | -49.1% | -19.8% |
| 6M | -8.1% | +88.1% | -96.1% | -26.9% |
| YTD | +53.2% | +50.3% | +2.9% | +29.7% |
| 1Y | +81.7% | +46.0% | +35.7% | +54.9% |
| 3Y | +535.3% | +98.7% | +436.6% | +374.0% |
| 5Y | +916.4% | +3.5% | +912.9% | +701.6% |
| All | +1,318.9% | +34.6% | +1,284.4% | +964.3% |
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