+54.7%
ELV vs OUST
-60.2%
+115.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.8% | -12.6% | -1.7% |
| 7D | +1.1% | +36.7% | -35.6% | +1.2% |
| 30D | +1.3% | -3.3% | +4.7% | +1.3% |
| 3M | +6.6% | -11.1% | +17.7% | +6.6% |
| 6M | +11.6% | +53.1% | -41.5% | +11.5% |
| YTD | +21.1% | +78.2% | -57.2% | +21.0% |
| 1Y | +34.2% | +50.0% | -15.8% | +34.1% |
| 3Y | -2.9% | +836.2% | -839.1% | -3.2% |
| 5Y | +4.6% | -50.0% | +54.6% | +4.2% |
| All | +54.7% | -60.2% | +115.0% | +58.8% |
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