-59.9%
FND vs OUST
-56.2%
-3.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | -5.2% | +5.2% | -10.5% | -5.8% |
| 30D | -19.9% | -19.3% | -0.6% | -17.9% |
| 3M | +2.7% | -22.6% | +25.4% | +3.1% |
| 6M | -21.7% | +62.8% | -84.5% | -30.8% |
| YTD | -17.5% | +68.3% | -85.9% | -28.0% |
| 1Y | -39.3% | +28.5% | -67.8% | -46.0% |
| 3Y | -49.8% | +554.0% | -603.8% | -70.8% |
| All | -59.9% | -56.2% | -3.8% | -62.1% |
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 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