+32.3%
FTV vs OUST
-62.3%
+94.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.2% | +0.2% |
| 7D | +3.7% | +19.9% | -16.2% | +2.5% |
| 30D | +16.8% | +3.6% | +13.2% | +16.2% |
| 3M | +10.4% | -20.6% | +31.0% | +11.3% |
| 6M | +12.8% | +35.1% | -22.2% | +7.9% |
| YTD | +23.3% | +69.1% | -45.8% | +15.1% |
| 1Y | +31.0% | +49.9% | -19.0% | +23.1% |
| 3Y | +38.6% | +642.4% | -603.8% | +9.4% |
| 5Y | +17.6% | -48.3% | +65.9% | -0.2% |
| All | +32.3% | -62.3% | +94.5% | +13.6% |
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