+58.9%
ELV vs OUST
-60.6%
+119.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.7% |
| 7D | +3.8% | +31.9% | -28.0% | +3.9% |
| 30D | +4.1% | -4.2% | +8.3% | +4.1% |
| 3M | +8.5% | -9.3% | +17.8% | +8.5% |
| 6M | +14.6% | +51.7% | -37.1% | +14.6% |
| YTD | +24.4% | +76.6% | -52.3% | +24.3% |
| 1Y | +44.2% | +48.9% | -4.6% | +44.1% |
| 3Y | -1.4% | +675.3% | -676.7% | -1.6% |
| 5Y | +8.8% | -44.0% | +52.8% | +8.5% |
| All | +58.9% | -60.6% | +119.5% | +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