-35.9%
FND vs OUST
-60.6%
+24.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.4% | +14.0% | -18.4% | -6.1% |
| 30D | +14.5% | +2.5% | +12.0% | +13.5% |
| 3M | -15.6% | -15.3% | -0.3% | -14.8% |
| 6M | +4.7% | +42.6% | -37.9% | -5.2% |
| YTD | -16.1% | +76.6% | -92.8% | -27.5% |
| 1Y | -16.0% | +54.1% | -70.1% | -26.3% |
| 3Y | -35.5% | +675.3% | -710.7% | -62.2% |
| 5Y | -60.5% | -45.1% | -15.4% | -67.9% |
| All | -35.9% | -60.6% | +24.7% | -45.9% |
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