-48.3%
OUST vs VIG
+65.2%
-113.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +19.9% | +3.1% | +16.8% | +11.7% |
| 30D | +3.6% | +5.0% | -1.4% | -7.3% |
| 3M | -20.6% | +2.7% | -23.3% | -25.0% |
| 6M | +35.1% | +11.0% | +24.1% | +7.6% |
| YTD | +69.1% | +16.0% | +53.2% | +24.0% |
| 1Y | +49.9% | +16.3% | +33.7% | +10.2% |
| 3Y | +642.4% | +66.8% | +575.6% | +170.3% |
| 5Y | -48.3% | +64.8% | -113.1% | -80.3% |
| All | -48.3% | +65.2% | -113.5% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling