-69.9%
VFC vs SSNC
+169.0%
-238.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.2% |
| 7D | -3.3% | -6.7% | +3.5% | +1.2% |
| 30D | -14.0% | -0.8% | -13.2% | -13.6% |
| 3M | -22.6% | +16.1% | -38.6% | -30.2% |
| 6M | -24.7% | +7.9% | -32.7% | -29.2% |
| YTD | -29.0% | -8.7% | -20.3% | -26.1% |
| 1Y | -13.8% | -9.5% | -4.3% | -9.6% |
| 3Y | -28.2% | +47.7% | -75.9% | -43.1% |
| 5Y | -79.0% | +17.6% | -96.6% | -81.2% |
| All | -69.9% | +169.0% | -238.8% | -78.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling