-61.4%
OUST vs VCLT
-11.8%
-49.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +3.0% | +3.0% |
| 7D | +12.7% | +0.3% | +12.4% | +12.3% |
| 30D | -13.6% | -0.6% | -13.1% | -13.1% |
| 3M | -8.3% | -2.2% | -6.0% | -5.6% |
| 6M | +85.0% | -2.9% | +87.8% | +92.9% |
| YTD | +73.2% | -2.1% | +75.3% | +79.0% |
| 1Y | +32.5% | -2.6% | +35.1% | +37.9% |
| 3Y | +643.8% | +12.5% | +631.3% | +548.7% |
| 5Y | -52.1% | -15.3% | -36.8% | -47.5% |
| All | -61.4% | -11.8% | -49.5% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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