+368.7%
VUG vs SNAP
-77.4%
+446.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.3% |
| 7D | +0.9% | +1.5% | -0.6% | +0.6% |
| 30D | -1.4% | +1.9% | -3.3% | -1.9% |
| 3M | +2.3% | -3.9% | +6.2% | +2.2% |
| 6M | +15.7% | +5.2% | +10.4% | +13.5% |
| YTD | +8.6% | -32.7% | +41.3% | +12.9% |
| 1Y | +14.1% | -24.8% | +38.8% | +16.3% |
| 3Y | +87.9% | -42.2% | +130.1% | +88.4% |
| 5Y | +76.3% | -92.7% | +169.0% | +108.2% |
| All | +368.7% | -77.4% | +446.1% | +323.6% |
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