-64.1%
OUST vs VIG
+104.2%
-168.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.4% | +14.4% | +14.8% |
| 7D | +17.0% | -1.8% | +18.8% | +22.4% |
| 30D | -16.5% | +2.7% | -19.2% | -20.9% |
| 3M | -23.7% | 0.0% | -23.6% | -23.3% |
| 6M | +18.4% | +6.8% | +11.6% | +5.1% |
| YTD | +60.8% | +12.1% | +48.7% | +31.1% |
| 1Y | +44.2% | +14.8% | +29.4% | +12.7% |
| 3Y | +668.1% | +62.4% | +605.7% | +242.4% |
| 5Y | -48.8% | +59.6% | -108.4% | -76.7% |
| All | -64.1% | +104.2% | -168.3% | -85.3% |
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