-60.2%
OUST vs VO
+91.9%
-152.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.7% | +8.1% | +4.5% |
| 7D | +36.7% | -0.1% | +36.8% | +38.3% |
| 30D | -3.3% | +0.5% | -3.8% | -3.4% |
| 3M | -11.1% | -1.0% | -10.1% | -7.1% |
| 6M | +53.1% | +6.4% | +46.6% | +39.6% |
| YTD | +78.2% | +13.6% | +64.6% | +44.8% |
| 1Y | +50.0% | +14.5% | +35.5% | +20.8% |
| 3Y | +836.2% | +67.2% | +768.9% | +289.2% |
| 5Y | -50.0% | +36.1% | -86.1% | -67.8% |
| All | -60.2% | +91.9% | -152.1% | -81.0% |
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