+20.1%
EFX vs OUST
-60.6%
+80.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | 0.0% |
| 7D | +0.3% | +31.9% | -31.6% | -1.6% |
| 30D | +29.1% | -4.2% | +33.3% | +28.9% |
| 3M | +4.3% | -9.3% | +13.6% | +4.1% |
| 6M | +7.7% | +51.7% | -43.9% | +0.3% |
| YTD | -12.5% | +76.6% | -89.1% | -20.5% |
| 1Y | -8.8% | +48.9% | -57.7% | -16.2% |
| 3Y | +4.3% | +675.3% | -670.9% | -25.3% |
| 5Y | -29.4% | -44.0% | +14.7% | -42.4% |
| All | +20.1% | -60.6% | +80.7% | -4.4% |
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