-25.5%
VFC vs SSNC
+51.8%
-77.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +2.0% | +1.6% |
| 7D | +0.8% | -1.8% | +2.6% | +2.3% |
| 30D | -11.9% | +1.9% | -13.8% | -13.7% |
| 3M | -20.2% | +18.4% | -38.5% | -32.6% |
| 6M | -23.0% | +7.0% | -29.9% | -28.2% |
| YTD | -26.2% | -6.9% | -19.3% | -20.4% |
| 1Y | -13.3% | -8.2% | -5.2% | -4.8% |
| 3Y | -25.5% | +50.5% | -76.0% | -66.5% |
| All | -25.5% | +51.8% | -77.3% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling