+301.1%
VST vs SOUN
+101.1%
+200.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.9% | +8.7% | +1.8% |
| 7D | +19.2% | -15.5% | +34.6% | +21.6% |
| 30D | -17.2% | -26.2% | +9.1% | -14.0% |
| 3M | -8.1% | -51.4% | +43.2% | +0.4% |
| 6M | -8.1% | -55.3% | +47.2% | +0.8% |
| YTD | -16.3% | -63.9% | +47.6% | -6.6% |
| 1Y | -24.1% | -72.8% | +48.7% | -12.4% |
| All | +301.1% | +101.1% | +200.0% | +291.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling