+76.5%
VUG vs SNAP
-92.8%
+169.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | +0.1% |
| 7D | -0.1% | +0.7% | -0.8% | -0.2% |
| 30D | -0.3% | +2.6% | -2.9% | -0.9% |
| 3M | -0.7% | -9.9% | +9.2% | +0.1% |
| 6M | +14.6% | +1.9% | +12.8% | +12.8% |
| YTD | +9.0% | -32.2% | +41.2% | +13.4% |
| 1Y | +14.9% | -22.8% | +37.7% | +16.7% |
| 3Y | +86.0% | -47.6% | +133.6% | +88.2% |
| All | +76.5% | -92.8% | +169.3% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling