+353.7%
VUG vs SNAP
-77.7%
+431.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | +0.7% |
| 7D | -1.1% | -9.8% | +8.7% | +0.3% |
| 30D | -7.0% | -18.2% | +11.2% | -4.6% |
| 3M | -3.7% | -3.1% | -0.6% | -3.8% |
| 6M | -1.6% | -7.1% | +5.5% | -1.7% |
| YTD | +5.1% | -33.8% | +39.0% | +9.2% |
| 1Y | +3.8% | -39.0% | +42.8% | +8.8% |
| 3Y | +79.9% | -52.8% | +132.7% | +85.1% |
| 5Y | +66.4% | -90.0% | +156.4% | +90.1% |
| All | +353.7% | -77.7% | +431.5% | +309.7% |
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