+219.2%
VT vs SSNC
+174.0%
+45.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | -0.1% | -2.5% | +2.4% | +0.9% |
| 30D | -3.1% | -2.7% | -0.3% | -2.3% |
| 3M | -3.5% | -0.8% | -2.7% | -3.6% |
| 6M | +0.5% | +15.5% | -15.0% | -6.4% |
| YTD | +10.8% | -8.8% | +19.6% | +13.1% |
| 1Y | +11.9% | -5.8% | +17.7% | +12.6% |
| 3Y | +73.0% | +55.7% | +17.3% | +38.9% |
| 5Y | +58.6% | +6.7% | +51.9% | +46.9% |
| 10Y | +219.2% | +184.0% | +35.2% | +116.4% |
| All | +219.2% | +174.0% | +45.2% | +116.4% |
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 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