-46.0%
SOUN vs VCIT
+17.3%
-63.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.6% |
| 7D | -1.0% | +0.7% | -1.7% | -2.1% |
| 30D | -24.9% | +1.8% | -26.7% | -26.9% |
| 3M | -49.5% | -1.6% | -47.9% | -48.2% |
| 6M | -54.4% | -2.1% | -52.3% | -52.7% |
| YTD | -59.4% | -1.6% | -57.8% | -58.0% |
| 1Y | -71.4% | -0.8% | -70.6% | -70.7% |
| 3Y | +134.1% | +19.9% | +114.2% | +102.9% |
| All | -46.0% | +17.3% | -63.3% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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