+16.8%
FTV vs OUST
-49.4%
+66.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +1.4% | +31.9% | -30.5% | -0.7% |
| 30D | +18.3% | -4.2% | +22.5% | +18.2% |
| 3M | +9.8% | -9.3% | +19.1% | +9.9% |
| 6M | +12.3% | +51.7% | -39.3% | +5.8% |
| YTD | +23.1% | +76.6% | -53.5% | +13.4% |
| 1Y | +32.5% | +48.9% | -16.4% | +23.5% |
| 3Y | +38.3% | +675.3% | -636.9% | +3.6% |
| 5Y | +16.8% | -44.0% | +60.9% | +3.1% |
| All | +16.8% | -49.4% | +66.3% | +3.1% |
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