+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 | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | +14.0% | -15.0% | -1.1% |
| 30D | +1.8% | +2.5% | -0.8% | +1.8% |
| 3M | +10.5% | -15.3% | +25.8% | +10.5% |
| 6M | +13.5% | +42.6% | -29.2% | +13.4% |
| YTD | +24.3% | +76.6% | -52.3% | +24.3% |
| 1Y | +38.9% | +54.1% | -15.1% | +38.9% |
| 3Y | -1.5% | +675.3% | -676.7% | -1.6% |
| 5Y | +7.3% | -45.1% | +52.4% | +7.0% |
| All | +58.9% | -60.6% | +119.5% | +63.0% |
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