+93.7%
FE vs OUST
-68.5%
+162.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.0% | +8.8% | -0.1% |
| 7D | +0.6% | -5.0% | +5.6% | +0.6% |
| 30D | +6.4% | -32.0% | +38.5% | +6.5% |
| 3M | -0.5% | -32.4% | +31.9% | -0.4% |
| 6M | +4.7% | +6.7% | -2.0% | +4.3% |
| YTD | +8.4% | +41.0% | -32.7% | +7.6% |
| 1Y | +7.2% | +18.0% | -10.7% | +6.6% |
| 3Y | +44.9% | +560.6% | -515.7% | +38.5% |
| 5Y | +46.3% | -55.1% | +101.4% | +39.6% |
| All | +93.7% | -68.5% | +162.2% | +91.7% |
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 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