+708.0%
OUST vs VCLT
+16.4%
+691.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.3% |
| 7D | +14.0% | -0.6% | +14.5% | +14.8% |
| 30D | +2.5% | +2.8% | -0.2% | -1.1% |
| 3M | -15.3% | -0.4% | -14.9% | -15.0% |
| 6M | +42.6% | -3.1% | +45.7% | +49.3% |
| YTD | +76.6% | -2.7% | +79.3% | +84.2% |
| 1Y | +54.1% | -3.7% | +57.7% | +62.8% |
| All | +708.0% | +16.4% | +691.6% | +591.8% |
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