+353.0%
FN vs OUST
-68.5%
+421.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -9.0% | -5.2% | -12.7% |
| 7D | -16.0% | -5.0% | -10.9% | -15.3% |
| 30D | -40.1% | -32.0% | -8.1% | -36.2% |
| 3M | -43.9% | -32.4% | -11.5% | -40.1% |
| 6M | -55.6% | +6.7% | -62.3% | -56.4% |
| YTD | -35.7% | +41.0% | -76.7% | -39.7% |
| 1Y | -39.8% | +18.0% | -57.8% | -42.4% |
| 3Y | +80.3% | +560.6% | -480.3% | +30.0% |
| 5Y | +143.3% | -55.1% | +198.4% | +113.0% |
| All | +353.0% | -68.5% | +421.6% | +300.8% |
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