+75.4%
SOUN vs VCIT
+19.0%
+56.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.5% |
| 7D | -15.1% | -1.4% | -13.7% | -10.7% |
| 30D | -23.0% | +0.6% | -23.5% | -24.1% |
| 3M | -53.3% | -2.2% | -51.1% | -49.4% |
| 6M | -58.6% | -2.3% | -56.2% | -54.8% |
| YTD | -65.0% | -2.2% | -62.8% | -61.7% |
| 1Y | -71.4% | -1.4% | -70.1% | -69.5% |
| 3Y | +75.4% | +18.7% | +56.6% | +0.5% |
| All | +75.4% | +19.0% | +56.3% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling