+25.7%
ET vs OUST
+46.4%
-20.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.1% | -0.2% |
| 7D | +3.0% | +19.9% | -16.9% | +3.3% |
| 30D | -3.5% | +3.6% | -7.0% | -3.3% |
| 3M | -5.6% | -20.6% | +15.0% | -5.7% |
| 6M | +0.5% | +35.1% | -34.5% | +0.4% |
| YTD | +26.3% | +69.1% | -42.8% | +26.6% |
| 1Y | +25.7% | +49.9% | -24.3% | +25.8% |
| All | +25.7% | +46.4% | -20.7% | +25.8% |
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 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