+54.3%
VXUS vs SSNC
+15.9%
+38.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | +0.3% | -3.9% | +4.2% | +1.5% |
| 30D | +0.7% | -0.2% | +0.8% | +0.6% |
| 3M | +4.8% | +15.9% | -11.2% | -0.8% |
| 6M | +11.3% | +7.5% | +3.9% | +8.1% |
| YTD | +16.5% | -8.2% | +24.7% | +19.6% |
| 1Y | +24.3% | -9.3% | +33.6% | +28.0% |
| 3Y | +74.5% | +48.5% | +26.0% | +43.5% |
| 5Y | +54.3% | +16.0% | +38.3% | +39.2% |
| All | +54.3% | +15.9% | +38.4% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling