-62.4%
OUST vs VCLT
-11.8%
-50.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.5% |
| 7D | +5.2% | -0.5% | +5.7% | +5.9% |
| 30D | -19.3% | -0.9% | -18.4% | -18.5% |
| 3M | -22.6% | -3.2% | -19.4% | -19.2% |
| 6M | +62.8% | -3.8% | +66.6% | +71.8% |
| YTD | +68.3% | -2.0% | +70.4% | +73.9% |
| 1Y | +28.5% | -0.8% | +29.4% | +31.0% |
| 3Y | +554.0% | +12.3% | +541.8% | +471.7% |
| 5Y | -56.2% | -15.4% | -40.8% | -52.0% |
| All | -62.4% | -11.8% | -50.6% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling