+108.3%
VWO vs SNAP
-77.2%
+185.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.8% | +1.1% |
| 7D | +1.1% | +0.7% | +0.3% | +1.0% |
| 30D | +2.4% | +2.6% | -0.2% | +2.0% |
| 3M | +2.0% | -9.9% | +11.9% | +2.5% |
| 6M | +10.7% | +1.9% | +8.8% | +9.6% |
| YTD | +14.4% | -32.2% | +46.6% | +17.1% |
| 1Y | +22.7% | -22.8% | +45.6% | +23.9% |
| 3Y | +64.2% | -47.6% | +111.8% | +65.5% |
| 5Y | +35.8% | -92.7% | +128.5% | +52.2% |
| All | +108.3% | -77.2% | +185.5% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling