-61.4%
OUST vs ITOT
+131.6%
-193.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +4.2% |
| 7D | +12.7% | +0.7% | +12.1% | +11.0% |
| 30D | -13.6% | -1.1% | -12.5% | -11.1% |
| 3M | -8.3% | +3.9% | -12.2% | -12.9% |
| 6M | +85.0% | +14.7% | +70.2% | +45.0% |
| YTD | +73.2% | +13.3% | +59.9% | +41.6% |
| 1Y | +32.5% | +19.1% | +13.3% | +0.3% |
| 3Y | +643.8% | +77.3% | +566.5% | +174.4% |
| 5Y | -52.1% | +74.1% | -126.2% | -80.6% |
| All | -61.4% | +131.6% | -193.0% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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