+718.3%
VST vs SNAP
-78.8%
+797.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -14.0% | +7.9% | -4.8% |
| 7D | -19.9% | -10.4% | -9.5% | -19.2% |
| 30D | -29.7% | -11.9% | -17.7% | -28.9% |
| 3M | -19.6% | -4.5% | -15.1% | -19.5% |
| 6M | -29.4% | -16.7% | -12.7% | -28.8% |
| YTD | -29.7% | -36.9% | +7.2% | -27.5% |
| 1Y | -40.0% | -30.3% | -9.8% | -38.9% |
| 3Y | +231.0% | -52.5% | +283.5% | +240.8% |
| 5Y | +500.1% | -90.4% | +590.5% | +551.4% |
| All | +718.3% | -78.8% | +797.1% | +631.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling