+3.5%
VRT vs SNOW
+10.2%
-6.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.2% |
| 7D | -17.7% | +0.2% | -17.9% | -17.8% |
| 30D | -20.0% | -19.8% | -0.2% | -20.4% |
| 3M | -28.1% | -11.6% | -16.4% | -28.3% |
| 6M | -42.8% | +94.0% | -136.9% | -40.5% |
| YTD | +20.0% | +34.8% | -14.9% | +33.0% |
| 1Y | +3.5% | +10.1% | -6.6% | +19.2% |
| All | +3.5% | +10.2% | -6.6% | +19.2% |
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