+189.2%
VTV vs SNAP
-77.0%
+266.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -1.0% |
| 7D | -2.1% | -3.2% | +1.1% | -1.9% |
| 30D | -1.3% | +0.2% | -1.5% | -1.4% |
| 3M | +5.6% | +2.6% | +3.0% | +5.1% |
| 6M | +12.4% | +12.4% | 0.0% | +10.8% |
| YTD | +17.6% | -31.6% | +49.2% | +19.6% |
| 1Y | +23.5% | -21.7% | +45.2% | +24.2% |
| 3Y | +67.0% | -41.2% | +108.2% | +66.4% |
| 5Y | +80.5% | -92.6% | +173.1% | +95.4% |
| All | +189.2% | -77.0% | +266.2% | +157.5% |
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