-35.6%
FND vs OUST
-64.1%
+28.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.4% | -2.2% |
| 7D | +7.7% | +17.0% | -9.3% | +5.4% |
| 30D | +11.9% | -16.5% | +28.3% | +13.7% |
| 3M | -14.6% | -23.7% | +9.1% | -12.6% |
| 6M | +0.5% | +18.4% | -17.9% | -7.1% |
| YTD | -15.8% | +60.8% | -76.6% | -26.4% |
| 1Y | -12.9% | +44.2% | -57.1% | -23.0% |
| 3Y | -34.2% | +668.1% | -702.3% | -61.6% |
| 5Y | -61.6% | -48.8% | -12.7% | -68.4% |
| All | -35.6% | -64.1% | +28.5% | -45.1% |
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