+224.6%
VT vs SSNC
+186.8%
+37.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +0.8% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | -1.7% | -1.9% | +0.2% | -1.3% |
| 3M | -2.3% | -0.2% | -2.2% | -2.7% |
| 6M | +1.5% | +19.4% | -17.9% | -6.6% |
| YTD | +12.0% | -8.1% | +20.1% | +14.0% |
| 1Y | +12.9% | -5.3% | +18.1% | +13.3% |
| 3Y | +74.9% | +56.9% | +18.0% | +40.0% |
| 5Y | +59.9% | +8.0% | +51.9% | +47.4% |
| 10Y | +224.6% | +183.6% | +41.0% | +119.7% |
| All | +224.6% | +186.8% | +37.8% | +119.7% |
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