+472.1%
VST vs SOUN
-53.6%
+525.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.5% | +8.8% | +7.4% |
| 7D | -0.5% | -1.0% | +0.5% | -0.5% |
| 30D | -17.1% | -24.9% | +7.8% | -15.7% |
| 3M | -4.6% | -49.5% | +44.9% | -0.8% |
| 6M | -9.1% | -54.4% | +45.3% | -5.2% |
| YTD | -16.6% | -59.4% | +42.8% | -12.9% |
| 1Y | -29.5% | -71.4% | +41.9% | -24.9% |
| 3Y | +297.5% | +134.1% | +163.4% | +296.9% |
| All | +472.1% | -53.6% | +525.7% | +477.9% |
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