+96.3%
VTR vs SSNC
+173.6%
-77.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.3% |
| 7D | -0.3% | -4.0% | +3.7% | +1.6% |
| 30D | +1.1% | +0.5% | +0.6% | +0.7% |
| 3M | +7.9% | +18.9% | -11.0% | -1.6% |
| 6M | +6.2% | +10.8% | -4.7% | -0.4% |
| YTD | +17.7% | -7.1% | +24.9% | +19.8% |
| 1Y | +32.9% | -9.6% | +42.5% | +36.7% |
| 3Y | +129.7% | +51.1% | +78.6% | +74.8% |
| 5Y | +89.3% | +19.7% | +69.7% | +59.9% |
| All | +96.3% | +173.6% | -77.2% | +20.7% |
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