+85.9%
EFA vs OUST
-64.1%
+150.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | -1.6% |
| 7D | -1.4% | +17.0% | -18.4% | -2.4% |
| 30D | -1.2% | -16.5% | +15.3% | -0.5% |
| 3M | -5.1% | -23.7% | +18.6% | -4.2% |
| 6M | -1.2% | +18.4% | -19.6% | -4.1% |
| YTD | +7.8% | +60.8% | -53.0% | +2.4% |
| 1Y | +12.2% | +44.2% | -32.0% | +7.0% |
| 3Y | +61.5% | +668.1% | -606.6% | +32.4% |
| 5Y | +45.8% | -48.8% | +94.6% | +31.5% |
| All | +85.9% | -64.1% | +150.0% | +69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling