-33.0%
FND vs OUST
-60.2%
+27.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.8% | -6.8% | +2.7% |
| 7D | +8.5% | +36.7% | -28.1% | +4.2% |
| 30D | +17.2% | -3.3% | +20.5% | +17.0% |
| 3M | -14.9% | -11.1% | -3.8% | -14.6% |
| 6M | +3.1% | +53.1% | -50.0% | -7.6% |
| YTD | -12.4% | +78.2% | -90.7% | -24.4% |
| 1Y | -10.0% | +50.0% | -60.0% | -20.8% |
| 3Y | -31.3% | +836.2% | -867.5% | -61.1% |
| 5Y | -60.3% | -50.0% | -10.3% | -67.4% |
| All | -33.0% | -60.2% | +27.2% | -43.6% |
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 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