+75.8%
VT vs SNAP
-46.7%
+122.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.4% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +1.0% | +2.6% | -1.7% | +0.5% |
| 3M | +2.4% | -9.9% | +12.3% | +3.0% |
| 6M | +12.0% | +1.9% | +10.1% | +10.6% |
| YTD | +15.3% | -32.2% | +47.6% | +18.5% |
| 1Y | +22.6% | -22.8% | +45.4% | +23.8% |
| All | +75.8% | -46.7% | +122.5% | +67.8% |
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