+59.0%
ELV vs OUST
-65.5%
+124.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.5% | -0.1% |
| 7D | +1.0% | -3.8% | +4.7% | +1.0% |
| 30D | +0.4% | +5.1% | -4.7% | +0.4% |
| 3M | +8.4% | -25.8% | +34.2% | +8.4% |
| 6M | +8.4% | -2.0% | +10.4% | +8.4% |
| YTD | +24.4% | +54.7% | -30.3% | +24.3% |
| 1Y | +33.5% | +48.8% | -15.3% | +33.4% |
| 3Y | -2.1% | +607.8% | -609.9% | -2.3% |
| 5Y | +5.8% | -52.7% | +58.5% | +5.4% |
| All | +59.0% | -65.5% | +124.4% | +63.1% |
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