-52.0%
SOUN vs VCIT
+16.7%
-68.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.7% | -7.2% | -6.8% |
| 7D | -15.5% | -1.4% | -14.1% | -13.5% |
| 30D | -26.2% | +0.8% | -27.0% | -27.0% |
| 3M | -51.4% | -1.7% | -49.6% | -49.9% |
| 6M | -55.3% | -2.1% | -53.3% | -53.6% |
| YTD | -63.9% | -2.0% | -61.9% | -62.4% |
| 1Y | -72.8% | -1.5% | -71.3% | -71.9% |
| 3Y | +101.1% | +19.0% | +82.1% | +76.0% |
| All | -52.0% | +16.7% | -68.7% | -52.2% |
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