+199.9%
VTV vs SNAP
-78.1%
+278.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +2.9% | +6.0% | -3.1% | +2.5% |
| 30D | +3.8% | -13.8% | +17.6% | +4.7% |
| 3M | +1.6% | -0.8% | +2.3% | +1.3% |
| 6M | +11.2% | -6.2% | +17.4% | +11.0% |
| YTD | +22.0% | -34.8% | +56.8% | +24.2% |
| 1Y | +24.9% | -38.7% | +63.6% | +27.6% |
| 3Y | +78.5% | -53.5% | +131.9% | +80.4% |
| 5Y | +77.8% | -90.2% | +168.0% | +89.1% |
| All | +199.9% | -78.1% | +278.0% | +167.4% |
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