+54.1%
OUST vs VCLT
-3.4%
+57.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.5% |
| 7D | +14.0% | -0.6% | +14.5% | +15.4% |
| 30D | +2.5% | +2.8% | -0.2% | -3.8% |
| 3M | -15.3% | -0.4% | -14.9% | -14.1% |
| 6M | +42.6% | -3.1% | +45.7% | +57.4% |
| YTD | +76.6% | -2.7% | +79.3% | +85.8% |
| 1Y | +54.1% | -3.7% | +57.7% | +72.4% |
| All | +54.1% | -3.4% | +57.5% | +72.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling