+577.1%
OUST vs VCLT
+12.9%
+564.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.5% |
| 7D | +5.2% | -0.5% | +5.7% | +6.0% |
| 30D | -19.3% | -0.9% | -18.4% | -18.4% |
| 3M | -22.6% | -3.2% | -19.4% | -19.0% |
| 6M | +62.8% | -3.8% | +66.6% | +71.9% |
| YTD | +68.3% | -2.0% | +70.4% | +74.1% |
| 1Y | +28.5% | -0.8% | +29.4% | +31.3% |
| All | +577.1% | +12.9% | +564.2% | +428.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling