+262.4%
VST vs SNAP
-53.8%
+316.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.6% | +13.1% | +11.0% |
| 7D | -9.8% | -7.1% | -2.7% | -8.9% |
| 30D | -25.1% | -14.6% | -10.5% | -23.4% |
| 3M | -11.6% | -5.0% | -6.6% | -11.5% |
| 6M | -20.9% | -18.8% | -2.1% | -19.2% |
| YTD | -22.3% | -38.5% | +16.2% | -16.7% |
| 1Y | -32.0% | -38.1% | +6.1% | -27.4% |
| 3Y | +262.4% | -53.8% | +316.2% | +255.1% |
| All | +262.4% | -53.8% | +316.2% | +255.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling