-27.4%
VFC vs SSNC
+12.6%
-40.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.8% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | -11.6% | +6.0% | -17.7% | -13.6% |
| 3M | -18.1% | +21.0% | -39.1% | -23.5% |
| 6M | -27.4% | +12.1% | -39.4% | -30.6% |
| All | -27.4% | +12.6% | -40.0% | -30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling