+20.0%
EFX vs OUST
-65.5%
+85.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.5% | +9.2% | +1.2% |
| 7D | -0.8% | -3.8% | +3.0% | -0.6% |
| 30D | +25.1% | +5.1% | +20.1% | +24.2% |
| 3M | +1.7% | -25.8% | +27.5% | +2.7% |
| 6M | +18.4% | -2.0% | +20.4% | +14.4% |
| YTD | -12.5% | +54.7% | -67.2% | -19.9% |
| 1Y | -8.1% | +48.8% | -56.9% | -15.8% |
| 3Y | +4.8% | +607.8% | -603.0% | -24.8% |
| 5Y | -30.1% | -52.7% | +22.6% | -42.6% |
| All | +20.0% | -65.5% | +85.5% | -3.7% |
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