+197.2%
OUSA vs VT
+224.4%
-27.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.5% |
| 7D | -0.9% | -0.7% | -0.2% | -0.4% |
| 30D | +5.6% | -1.7% | +7.3% | +6.9% |
| 3M | +4.7% | -2.3% | +7.0% | +6.5% |
| 6M | +13.6% | +1.5% | +12.1% | +11.6% |
| YTD | +13.4% | +12.0% | +1.4% | +2.7% |
| 1Y | +16.0% | +12.9% | +3.1% | +4.3% |
| 3Y | +56.9% | +74.9% | -18.0% | -2.1% |
| 5Y | +58.7% | +59.9% | -1.2% | +6.0% |
| 10Y | +197.2% | +224.6% | -27.4% | +12.8% |
| All | +197.2% | +224.4% | -27.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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