+96.6%
EFA vs OUST
-61.4%
+157.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -0.7% |
| 7D | +1.2% | +12.7% | -11.5% | +0.5% |
| 30D | -0.7% | -13.6% | +12.9% | -0.1% |
| 3M | +6.4% | -8.3% | +14.7% | +5.8% |
| 6M | +11.4% | +85.0% | -73.6% | +5.7% |
| YTD | +14.0% | +73.2% | -59.3% | +8.3% |
| 1Y | +20.2% | +32.5% | -12.3% | +14.9% |
| 3Y | +68.2% | +643.8% | -575.6% | +38.4% |
| 5Y | +54.8% | -52.1% | +106.9% | +40.1% |
| All | +96.6% | -61.4% | +157.9% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded OUST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling