+105.6%
SOUN vs VLTO
+56.1%
+49.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.1% |
| 7D | -1.0% | +2.0% | -3.0% | -2.6% |
| 30D | -24.9% | +21.8% | -46.7% | -36.8% |
| 3M | -49.5% | +20.2% | -69.7% | -57.1% |
| 6M | -54.4% | +36.3% | -90.7% | -66.3% |
| YTD | -59.4% | +18.8% | -78.2% | -65.3% |
| 1Y | -71.4% | +20.4% | -91.8% | -76.1% |
| 3Y | +134.1% | +71.9% | +62.2% | +35.7% |
| All | +105.6% | +56.1% | +49.5% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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