-55.8%
OUST vs EFV
+93.2%
-149.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.4% | -8.9% | -9.2% |
| 7D | -3.8% | +2.5% | -6.3% | -7.9% |
| 30D | +5.1% | +2.9% | +2.1% | +0.2% |
| 3M | -25.8% | -1.4% | -24.4% | -23.2% |
| 6M | -2.0% | +5.5% | -7.6% | -9.6% |
| YTD | +54.7% | +16.1% | +38.6% | +21.9% |
| 1Y | +48.8% | +20.3% | +28.5% | +10.3% |
| 3Y | +607.8% | +90.4% | +517.4% | +139.4% |
| All | -55.8% | +93.2% | -149.1% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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