+144.9%
OUSM vs VT
+214.5%
-69.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.3% |
| 7D | +4.7% | -0.3% | +5.0% | +4.9% |
| 30D | +7.1% | -1.4% | +8.5% | +8.5% |
| 3M | +0.9% | -1.4% | +2.3% | +2.1% |
| 6M | +10.8% | +5.5% | +5.4% | +4.8% |
| YTD | +16.4% | +12.8% | +3.6% | +2.9% |
| 1Y | +18.1% | +15.4% | +2.7% | +2.1% |
| 3Y | +50.5% | +76.9% | -26.3% | -14.7% |
| 5Y | +48.9% | +60.4% | -11.5% | -7.3% |
| All | +144.9% | +214.5% | -69.6% | -24.1% |
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