+92.2%
VCIT vs SSNC
+1,082.2%
-990.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | 0.0% |
| 7D | -0.3% | +0.6% | -1.0% | -0.4% |
| 30D | -0.8% | +6.0% | -6.8% | -0.9% |
| 3M | -1.0% | +21.0% | -22.0% | -1.5% |
| 6M | -1.8% | +12.1% | -13.9% | -2.2% |
| YTD | -0.7% | -3.2% | +2.5% | -0.7% |
| 1Y | +1.0% | -4.4% | +5.3% | +1.0% |
| 3Y | +18.8% | +51.6% | -32.8% | +17.5% |
| 5Y | +3.5% | +21.1% | -17.6% | +2.4% |
| 10Y | +29.2% | +177.7% | -148.5% | +27.9% |
| All | +92.2% | +1,082.2% | -990.0% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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