-68.4%
VFC vs SSNC
+7.5%
-75.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.1% |
| 7D | +1.6% | +2.3% | -0.7% | -0.4% |
| 30D | +25.5% | -3.1% | +28.6% | +28.2% |
| 3M | +41.3% | -2.7% | +44.0% | +43.5% |
| 6M | +22.2% | +23.7% | -1.5% | -1.5% |
| YTD | +16.4% | -8.0% | +24.4% | +22.3% |
| 1Y | +38.4% | -4.7% | +43.1% | +40.6% |
| 3Y | +56.2% | +58.0% | -1.8% | +0.7% |
| All | -68.4% | +7.5% | -75.9% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling