+420.3%
VT vs SSNC
+1,082.2%
-661.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.4% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +1.0% | +6.0% | -5.1% | -1.2% |
| 3M | +2.4% | +21.0% | -18.6% | -5.1% |
| 6M | +12.0% | +12.1% | -0.1% | +6.4% |
| YTD | +15.3% | -3.2% | +18.6% | +15.2% |
| 1Y | +22.6% | -4.4% | +26.9% | +22.8% |
| 3Y | +74.7% | +51.6% | +23.1% | +45.8% |
| 5Y | +66.1% | +21.1% | +45.1% | +49.0% |
| 10Y | +225.0% | +177.7% | +47.3% | +111.0% |
| All | +420.3% | +1,082.2% | -661.9% | +95.0% |
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