-65.5%
OUST vs VIG
+111.3%
-176.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | 0.0% | -8.5% | -8.5% |
| 7D | -3.8% | +3.5% | -7.3% | -10.3% |
| 30D | +5.1% | +4.9% | +0.1% | -4.6% |
| 3M | -25.8% | +2.5% | -28.3% | -29.1% |
| 6M | -2.0% | +11.0% | -13.0% | -20.0% |
| YTD | +54.7% | +16.0% | +38.7% | +17.5% |
| 1Y | +48.8% | +17.5% | +31.3% | +10.7% |
| 3Y | +607.8% | +67.0% | +540.8% | +196.1% |
| 5Y | -52.7% | +64.8% | -117.5% | -79.9% |
| All | -65.5% | +111.3% | -176.8% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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