+2,486.9%
VRT vs SSNC
+63.3%
+2,423.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.7% |
| 7D | -8.4% | -4.0% | -4.3% | -6.4% |
| 30D | -10.9% | +0.5% | -11.4% | -11.3% |
| 3M | -13.7% | +18.9% | -32.6% | -23.2% |
| 6M | -4.1% | +10.8% | -15.0% | -12.1% |
| YTD | +58.7% | -7.1% | +65.9% | +60.1% |
| 1Y | +89.6% | -9.6% | +99.2% | +93.7% |
| 3Y | +558.1% | +51.1% | +507.1% | +381.7% |
| 5Y | +953.0% | +19.7% | +933.3% | +793.8% |
| All | +2,486.9% | +63.3% | +2,423.6% | +1,625.7% |
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