+349.6%
VUG vs SNAP
-79.0%
+428.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | +2.5% |
| 7D | +0.5% | -7.3% | +7.8% | +1.5% |
| 30D | -8.2% | -18.9% | +10.8% | -5.7% |
| 3M | -5.4% | -5.3% | -0.2% | -5.2% |
| 6M | -2.5% | -16.9% | +14.4% | -1.1% |
| YTD | +4.2% | -37.4% | +41.6% | +9.0% |
| 1Y | +5.0% | -38.5% | +43.5% | +10.1% |
| 3Y | +81.7% | -55.1% | +136.8% | +88.3% |
| 5Y | +62.5% | -90.8% | +153.3% | +87.8% |
| All | +349.6% | -79.0% | +428.6% | +309.2% |
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