-16.5%
SOUN vs VCLT
+4.0%
-20.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -7.1% | -1.4% | -5.8% | -5.9% |
| 30D | -15.4% | -1.2% | -14.2% | -14.4% |
| 3M | -10.6% | -4.8% | -5.8% | -6.3% |
| 6M | -19.6% | -2.6% | -17.1% | -17.1% |
| YTD | -37.2% | -3.3% | -33.9% | -34.8% |
| 1Y | -57.1% | -4.8% | -52.2% | -54.9% |
| 3Y | +178.2% | +11.5% | +166.7% | +169.7% |
| All | -16.5% | +4.0% | -20.5% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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