+219.8%
VT vs SSNC
+177.4%
+42.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +0.4% | -4.5% | +4.9% | +2.2% |
| 30D | -2.6% | -3.9% | +1.3% | -1.4% |
| 3M | -3.2% | -1.3% | -1.9% | -3.2% |
| 6M | +0.9% | +14.1% | -13.2% | -5.5% |
| YTD | +11.3% | -9.9% | +21.2% | +14.1% |
| 1Y | +14.0% | -6.2% | +20.2% | +14.9% |
| 3Y | +75.8% | +56.1% | +19.8% | +41.0% |
| 5Y | +57.8% | +5.4% | +52.5% | +46.9% |
| 10Y | +219.8% | +172.3% | +47.5% | +119.3% |
| All | +219.8% | +177.4% | +42.4% | +119.3% |
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