+850.8%
VST vs SNAP
-79.2%
+930.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.9% |
| 7D | -6.0% | -10.6% | +4.5% | -5.1% |
| 30D | -18.8% | -19.7% | +1.0% | -17.2% |
| 3M | -8.0% | -6.5% | -1.5% | -7.8% |
| 6M | -10.9% | -17.8% | +6.8% | -10.1% |
| YTD | -18.3% | -38.0% | +19.7% | -15.6% |
| 1Y | -29.9% | -42.5% | +12.5% | -27.1% |
| 3Y | +290.3% | -55.8% | +346.1% | +304.2% |
| 5Y | +635.3% | -90.5% | +725.8% | +699.3% |
| All | +850.8% | -79.2% | +930.0% | +751.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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