+647.0%
VRT vs SNOW
-21.5%
+668.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.5% | +4.1% | +7.9% |
| 7D | -10.6% | +0.2% | -10.8% | -10.3% |
| 30D | -17.4% | -21.1% | +3.6% | -11.0% |
| 3M | -26.4% | -11.9% | -14.5% | -23.7% |
| 6M | -41.0% | +91.0% | -132.0% | -54.1% |
| YTD | +23.8% | +32.7% | -8.9% | +6.6% |
| 1Y | +11.6% | +10.8% | +0.9% | +2.5% |
| 3Y | +403.5% | +86.2% | +317.3% | +264.2% |
| 5Y | +647.0% | -22.7% | +669.8% | +562.6% |
| All | +647.0% | -21.5% | +668.6% | +562.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling