+197.6%
VT vs SNAP
-75.3%
+272.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.2% | +1.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | -1.4% | +5.5% | -7.0% | -2.1% |
| 3M | -1.4% | +2.2% | -3.6% | -2.0% |
| 6M | +5.5% | -4.1% | +9.5% | +5.1% |
| YTD | +12.8% | -26.6% | +39.5% | +14.6% |
| 1Y | +15.4% | -20.7% | +36.2% | +16.3% |
| 3Y | +76.9% | -44.8% | +121.6% | +77.5% |
| 5Y | +60.4% | -88.7% | +149.1% | +73.4% |
| All | +197.6% | -75.3% | +272.9% | +166.6% |
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 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