+1,855.0%
VRT vs SSNC
+60.3%
+1,794.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.7% |
| 7D | -17.7% | -2.5% | -15.1% | -16.4% |
| 30D | -20.0% | -2.7% | -17.3% | -19.2% |
| 3M | -28.1% | -0.8% | -27.2% | -28.4% |
| 6M | -42.8% | +15.5% | -58.4% | -49.0% |
| YTD | +20.0% | -8.8% | +28.8% | +21.4% |
| 1Y | +3.5% | -5.8% | +9.3% | +2.6% |
| 3Y | +366.1% | +55.7% | +310.4% | +231.4% |
| 5Y | +632.2% | +6.7% | +625.5% | +554.9% |
| All | +1,855.0% | +60.3% | +1,794.6% | +1,208.4% |
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