+460.4%
VST vs SOUN
-55.6%
+516.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -1.8% |
| 7D | -6.0% | -6.1% | 0.0% | -5.7% |
| 30D | -18.8% | -28.2% | +9.4% | -17.2% |
| 3M | -8.0% | -48.1% | +40.1% | -4.5% |
| 6M | -10.9% | -56.4% | +45.5% | -6.8% |
| YTD | -18.3% | -61.2% | +42.9% | -14.4% |
| 1Y | -29.9% | -73.1% | +43.2% | -25.1% |
| 3Y | +290.3% | +116.2% | +174.1% | +290.8% |
| All | +460.4% | -55.6% | +516.0% | +467.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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