-64.1%
OUST vs VO
+86.8%
-150.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.1% | +14.1% | +14.3% |
| 7D | +17.0% | -2.6% | +19.6% | +24.8% |
| 30D | -16.5% | -0.9% | -15.6% | -14.0% |
| 3M | -23.7% | -3.0% | -20.7% | -16.7% |
| 6M | +18.4% | +2.2% | +16.2% | +18.5% |
| YTD | +60.8% | +10.6% | +50.2% | +38.5% |
| 1Y | +44.2% | +12.5% | +31.7% | +20.7% |
| 3Y | +668.1% | +61.4% | +606.7% | +244.7% |
| 5Y | -48.8% | +33.4% | -82.2% | -65.5% |
| All | -64.1% | +86.8% | -150.9% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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