+186.1%
VT vs SNAP
-79.3%
+265.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.5% |
| 7D | -2.3% | -7.1% | +4.8% | -1.7% |
| 30D | -5.0% | -14.6% | +9.7% | -3.7% |
| 3M | -4.9% | -5.0% | +0.1% | -4.8% |
| 6M | -1.5% | -18.8% | +17.3% | -0.3% |
| YTD | +8.5% | -38.5% | +47.0% | +12.0% |
| 1Y | +11.4% | -38.1% | +49.5% | +14.9% |
| 3Y | +70.1% | -53.8% | +123.8% | +73.5% |
| 5Y | +53.7% | -90.7% | +144.4% | +69.2% |
| All | +186.1% | -79.3% | +265.5% | +160.6% |
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