-60.6%
OUST vs VIG
+109.7%
-170.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.5% |
| 7D | +31.9% | +1.0% | +30.9% | +30.5% |
| 30D | -4.2% | +4.5% | -8.7% | -12.3% |
| 3M | -9.3% | +2.1% | -11.3% | -12.5% |
| 6M | +51.7% | +10.5% | +41.2% | +25.2% |
| YTD | +76.6% | +15.1% | +61.5% | +36.4% |
| 1Y | +48.9% | +16.9% | +32.0% | +12.2% |
| 3Y | +675.3% | +65.6% | +609.7% | +230.4% |
| 5Y | -44.0% | +64.4% | -108.4% | -75.9% |
| All | -60.6% | +109.7% | -170.3% | -84.7% |
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