+289.3%
FN vs OUST
-56.2%
+345.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.5% | +2.8% |
| 7D | -1.7% | +5.2% | -6.9% | -2.6% |
| 30D | -22.0% | -19.3% | -2.7% | -18.9% |
| 3M | -43.0% | -22.6% | -20.4% | -41.1% |
| 6M | -27.7% | +62.8% | -90.5% | -34.0% |
| YTD | -10.5% | +68.3% | -78.9% | -19.2% |
| 1Y | +12.5% | +28.5% | -16.1% | +3.7% |
| 3Y | +153.8% | +554.0% | -400.2% | +75.3% |
| All | +289.3% | -56.2% | +345.5% | +281.6% |
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