+74.7%
ET vs OUST
+537.2%
-462.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.0% | +7.6% | -1.1% |
| 7D | -8.1% | -5.0% | -3.1% | -8.0% |
| 30D | -7.5% | -32.0% | +24.6% | -6.6% |
| 3M | -4.1% | -32.4% | +28.3% | -3.3% |
| 6M | -2.7% | +6.7% | -9.4% | -4.5% |
| YTD | +22.6% | +41.0% | -18.4% | +18.4% |
| 1Y | +22.0% | +18.0% | +4.0% | +18.5% |
| All | +74.7% | +537.2% | -462.5% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling