+33.8%
VWO vs SNAP
-92.5%
+126.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.4% |
| 7D | -1.8% | +3.8% | -5.6% | -2.1% |
| 30D | -0.1% | +9.2% | -9.3% | -1.0% |
| 3M | +2.2% | +6.6% | -4.3% | +1.2% |
| 6M | +8.8% | +16.9% | -8.1% | +6.5% |
| YTD | +12.4% | -29.6% | +42.0% | +14.5% |
| 1Y | +15.6% | -22.1% | +37.7% | +16.5% |
| 3Y | +62.5% | -39.8% | +102.4% | +61.8% |
| All | +33.8% | -92.5% | +126.3% | +47.9% |
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