+441.6%
ET vs OUST
-65.5%
+507.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.5% | +8.4% | +0.2% |
| 7D | +2.5% | -3.8% | +6.3% | +2.6% |
| 30D | -2.5% | +5.1% | -7.5% | -2.8% |
| 3M | -4.9% | -25.8% | +21.0% | -4.1% |
| 6M | -0.1% | -2.0% | +1.9% | -1.6% |
| YTD | +26.2% | +54.7% | -28.5% | +20.8% |
| 1Y | +25.2% | +48.8% | -23.6% | +19.8% |
| 3Y | +84.2% | +607.8% | -523.6% | +55.5% |
| 5Y | +216.1% | -52.7% | +268.8% | +194.3% |
| All | +441.6% | -65.5% | +507.0% | +423.4% |
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