-12.4%
SOUN vs VCLT
+5.4%
-17.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -4.1% | +0.3% | -4.4% | -4.4% |
| 30D | -18.1% | -0.6% | -17.5% | -17.6% |
| 3M | -12.3% | -2.2% | -10.0% | -10.3% |
| 6M | -18.6% | -2.9% | -15.7% | -15.9% |
| YTD | -34.1% | -2.1% | -32.0% | -32.4% |
| 1Y | -57.0% | -2.6% | -54.4% | -55.7% |
| 3Y | +185.7% | +12.5% | +173.1% | +173.6% |
| All | -12.4% | +5.4% | -17.8% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling