+489.5%
ET vs OUST
-62.4%
+551.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +0.9% | +5.2% | -4.3% | +0.7% |
| 30D | +7.5% | -19.3% | +26.7% | +8.3% |
| 3M | +11.4% | -22.6% | +34.1% | +11.5% |
| 6M | +18.5% | +62.8% | -44.2% | +13.9% |
| YTD | +37.4% | +68.3% | -31.0% | +31.5% |
| 1Y | +30.9% | +28.5% | +2.4% | +26.1% |
| 3Y | +98.7% | +554.0% | -455.3% | +68.7% |
| 5Y | +230.7% | -56.2% | +286.9% | +209.0% |
| All | +489.5% | -62.4% | +551.9% | +469.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling