-69.4%
VFC vs SSNC
+170.4%
-239.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.3% |
| 7D | -2.3% | -3.9% | +1.5% | +0.1% |
| 30D | -13.4% | -0.2% | -13.2% | -13.3% |
| 3M | -23.7% | +15.9% | -39.6% | -31.2% |
| 6M | -24.5% | +7.5% | -31.9% | -28.8% |
| YTD | -27.8% | -8.2% | -19.6% | -25.1% |
| 1Y | -13.5% | -9.3% | -4.1% | -9.4% |
| 3Y | -27.1% | +48.5% | -75.6% | -42.4% |
| 5Y | -79.0% | +16.0% | -95.0% | -81.1% |
| All | -69.4% | +170.4% | -239.8% | -78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling