+26.4%
ET vs OUST
+11.1%
+15.3%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +15.7% | -19.2% | -3.2% |
| 7D | -6.0% | -0.2% | -5.8% | -6.0% |
| 30D | -6.1% | -24.0% | +17.9% | -6.2% |
| 3M | -2.7% | -29.9% | +27.2% | -2.9% |
| 6M | +0.2% | +19.1% | -18.9% | +0.2% |
| YTD | +24.3% | +55.0% | -30.6% | +25.0% |
| 1Y | +26.4% | +21.2% | +5.2% | +26.6% |
| All | +26.4% | +11.1% | +15.3% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling