+804.6%
VST vs SNAP
-79.3%
+883.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.6% | +13.1% | +10.8% |
| 7D | -9.8% | -7.1% | -2.7% | -9.3% |
| 30D | -25.1% | -14.6% | -10.5% | -24.1% |
| 3M | -11.6% | -5.0% | -6.6% | -11.5% |
| 6M | -20.9% | -18.8% | -2.1% | -20.1% |
| YTD | -22.3% | -38.5% | +16.2% | -19.7% |
| 1Y | -32.0% | -38.1% | +6.1% | -29.8% |
| 3Y | +262.4% | -53.8% | +316.2% | +274.0% |
| 5Y | +563.4% | -90.7% | +654.0% | +621.7% |
| All | +804.6% | -79.3% | +883.9% | +710.5% |
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