-62.4%
OUST vs VIG
+102.3%
-164.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +2.7% |
| 7D | +5.2% | -0.4% | +5.7% | +6.2% |
| 30D | -19.3% | -1.0% | -18.3% | -17.7% |
| 3M | -22.6% | +2.8% | -25.4% | -26.3% |
| 6M | +62.8% | +8.2% | +54.6% | +40.9% |
| YTD | +68.3% | +11.0% | +57.3% | +39.3% |
| 1Y | +28.5% | +16.1% | +12.4% | -0.7% |
| 3Y | +554.0% | +56.2% | +497.9% | +212.4% |
| 5Y | -56.2% | +63.0% | -119.2% | -80.1% |
| All | -62.4% | +102.3% | -164.7% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling