-62.3%
OUST vs VO
+92.6%
-154.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.4% | -2.2% |
| 7D | +19.9% | +2.9% | +17.0% | +12.5% |
| 30D | +3.6% | +1.0% | +2.6% | +2.4% |
| 3M | -20.6% | -1.7% | -18.9% | -15.8% |
| 6M | +35.1% | +6.7% | +28.4% | +22.4% |
| YTD | +69.1% | +14.0% | +55.2% | +36.3% |
| 1Y | +49.9% | +13.7% | +36.3% | +22.5% |
| 3Y | +642.4% | +65.8% | +576.6% | +212.3% |
| 5Y | -48.3% | +36.6% | -84.9% | -67.1% |
| All | -62.3% | +92.6% | -154.8% | -82.2% |
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