+9.3%
VFC vs SSNC
+1,082.2%
-1,072.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +3.0% |
| 7D | -1.6% | +0.6% | -2.2% | -2.0% |
| 30D | -11.6% | +6.0% | -17.7% | -14.3% |
| 3M | -18.1% | +21.0% | -39.1% | -26.1% |
| 6M | -27.4% | +12.1% | -39.4% | -32.1% |
| YTD | -24.8% | -3.2% | -21.6% | -24.7% |
| 1Y | -8.2% | -4.4% | -3.8% | -7.3% |
| 3Y | -29.1% | +51.6% | -80.7% | -41.5% |
| 5Y | -79.2% | +21.1% | -100.3% | -81.0% |
| 10Y | -68.1% | +177.7% | -245.8% | -79.0% |
| All | +9.3% | +1,082.2% | -1,072.9% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling