+771.9%
VST vs SNAP
-75.3%
+847.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.9% | -19.7% | -14.4% |
| 7D | -15.7% | -0.7% | -15.0% | -15.8% |
| 30D | -17.0% | +5.5% | -22.5% | -17.5% |
| 3M | -15.9% | +2.2% | -18.1% | -16.4% |
| 6M | -25.0% | -4.1% | -20.9% | -25.4% |
| YTD | -25.1% | -26.6% | +1.5% | -23.9% |
| 1Y | -34.9% | -20.7% | -14.1% | -34.4% |
| 3Y | +252.7% | -44.8% | +297.5% | +257.9% |
| 5Y | +582.3% | -88.7% | +671.0% | +629.2% |
| All | +771.9% | -75.3% | +847.2% | +668.3% |
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