+94.0%
FE vs OUST
-65.4%
+159.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +15.7% | -15.8% | -0.1% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | +8.1% | -24.0% | +32.1% | +8.2% |
| 3M | -1.3% | -29.9% | +28.6% | -1.2% |
| 6M | +2.9% | +19.1% | -16.2% | +2.5% |
| YTD | +8.6% | +55.0% | -46.4% | +7.7% |
| 1Y | +6.3% | +21.2% | -14.8% | +5.8% |
| 3Y | +45.1% | +626.0% | -580.8% | +38.7% |
| 5Y | +47.1% | -51.6% | +98.7% | +40.4% |
| All | +94.0% | -65.4% | +159.4% | +92.0% |
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