+209.5%
OUSA vs VT
+229.1%
-19.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.3% | +0.4% | -1.7% | -1.6% |
| 30D | -0.6% | +1.0% | -1.6% | -1.4% |
| 3M | +5.4% | +2.4% | +3.0% | +3.2% |
| 6M | +5.1% | +12.0% | -6.9% | -4.4% |
| YTD | +7.7% | +15.3% | -7.6% | -4.3% |
| 1Y | +10.9% | +22.6% | -11.7% | -6.3% |
| 3Y | +45.6% | +74.7% | -29.1% | -8.1% |
| 5Y | +51.3% | +66.1% | -14.9% | -1.2% |
| 10Y | +171.9% | +225.0% | -53.1% | +3.0% |
| All | +209.5% | +229.1% | -19.6% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling