+69.7%
VT vs SNAP
-52.6%
+122.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.0% | +9.9% | -2.6% |
| 7D | -4.2% | -10.4% | +6.2% | -3.1% |
| 30D | -5.8% | -11.9% | +6.1% | -4.7% |
| 3M | -5.2% | -4.5% | -0.7% | -5.2% |
| 6M | +0.1% | -16.7% | +16.8% | +1.3% |
| YTD | +8.2% | -36.9% | +45.2% | +11.7% |
| 1Y | +10.1% | -30.3% | +40.4% | +12.3% |
| All | +69.7% | -52.6% | +122.3% | +62.9% |
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