-65.5%
OUST vs ITOT
+127.8%
-193.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.4% | -8.1% | -7.6% |
| 7D | -3.8% | +2.5% | -6.3% | -8.9% |
| 30D | +5.1% | -1.7% | +6.7% | +11.5% |
| 3M | -25.8% | -3.4% | -22.5% | -16.9% |
| 6M | -2.0% | +2.1% | -4.1% | +1.1% |
| YTD | +54.7% | +11.5% | +43.2% | +35.3% |
| 1Y | +48.8% | +13.6% | +35.2% | +26.0% |
| 3Y | +607.8% | +77.2% | +530.6% | +168.1% |
| 5Y | -52.7% | +64.4% | -117.1% | -78.4% |
| All | -65.5% | +127.8% | -193.3% | -87.7% |
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