+119.3%
EWT vs OUST
-48.5%
+167.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -2.5% |
| 7D | +13.2% | +19.9% | -6.7% | +11.2% |
| 30D | -14.3% | +3.6% | -17.9% | -14.8% |
| 3M | -8.4% | -20.6% | +12.2% | -6.9% |
| 6M | +3.7% | +35.1% | -31.3% | -0.8% |
| YTD | +53.1% | +69.1% | -16.1% | +42.5% |
| 1Y | +55.5% | +49.9% | +5.6% | +45.8% |
| 3Y | +155.6% | +642.4% | -486.8% | +97.6% |
| 5Y | +119.3% | -48.3% | +167.6% | +94.2% |
| All | +119.3% | -48.5% | +167.8% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling