+50.1%
EFA vs OUST
-53.0%
+103.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.5% | +8.7% | +0.7% |
| 7D | +2.2% | -3.8% | +6.0% | +2.4% |
| 30D | +1.4% | +5.1% | -3.7% | +0.8% |
| 3M | -4.2% | -25.8% | +21.7% | -3.0% |
| 6M | +1.9% | -2.0% | +3.9% | +0.1% |
| YTD | +10.2% | +54.7% | -44.5% | +4.4% |
| 1Y | +12.8% | +48.8% | -36.0% | +7.0% |
| 3Y | +65.2% | +607.8% | -542.6% | +33.1% |
| All | +50.1% | -53.0% | +103.2% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling