+126.0%
VXUS vs SNAP
-79.2%
+205.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +0.5% | -10.6% | +11.1% | +1.4% |
| 30D | -2.5% | -19.7% | +17.2% | -0.9% |
| 3M | -4.6% | -6.5% | +1.9% | -4.4% |
| 6M | -2.6% | -17.8% | +15.1% | -1.7% |
| YTD | +10.4% | -38.0% | +48.4% | +13.4% |
| 1Y | +12.9% | -42.5% | +55.3% | +16.5% |
| 3Y | +68.4% | -55.8% | +124.2% | +71.8% |
| 5Y | +47.7% | -90.5% | +138.2% | +60.2% |
| All | +126.0% | -79.2% | +205.1% | +107.8% |
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