+92.3%
FE vs OUST
-62.4%
+154.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.6% |
| 7D | +1.9% | +5.2% | -3.3% | +1.9% |
| 30D | -1.2% | -19.3% | +18.1% | -1.1% |
| 3M | +3.5% | -22.6% | +26.1% | +3.5% |
| 6M | -6.1% | +62.8% | -68.8% | -6.7% |
| YTD | +7.6% | +68.3% | -60.7% | +6.8% |
| 1Y | +11.9% | +28.5% | -16.6% | +11.2% |
| 3Y | +48.4% | +554.0% | -505.6% | +42.0% |
| 5Y | +44.8% | -56.2% | +101.0% | +38.1% |
| All | +92.3% | -62.4% | +154.8% | +90.3% |
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