+186.2%
EWT vs OUST
-64.1%
+250.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +14.0% | -10.1% | +2.6% |
| 7D | -11.7% | +17.0% | -28.7% | -13.1% |
| 30D | -23.2% | -16.5% | -6.7% | -22.2% |
| 3M | -12.5% | -23.7% | +11.2% | -10.9% |
| 6M | -5.9% | +18.4% | -24.3% | -8.9% |
| YTD | +40.5% | +60.8% | -20.3% | +32.0% |
| 1Y | +43.7% | +44.2% | -0.5% | +35.8% |
| 3Y | +136.6% | +668.1% | -531.5% | +86.1% |
| 5Y | +105.1% | -48.8% | +153.9% | +82.1% |
| All | +186.2% | -64.1% | +250.4% | +158.3% |
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