+137.4%
VTI vs SNOW
+35.3%
+102.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -0.4% | +8.4% | -8.7% | -1.6% |
| 30D | -1.6% | -1.0% | -0.6% | -1.7% |
| 3M | +3.6% | +38.3% | -34.7% | -1.3% |
| 6M | +13.0% | +81.3% | -68.3% | +2.3% |
| YTD | +12.7% | +51.1% | -38.4% | +4.3% |
| 1Y | +18.4% | +47.0% | -28.6% | +9.7% |
| 3Y | +76.4% | +99.7% | -23.3% | +50.8% |
| 5Y | +73.7% | +3.6% | +70.1% | +51.2% |
| All | +137.4% | +35.3% | +102.1% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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