-51.3%
OUST vs VO
+32.6%
-83.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.1% | +14.1% | +14.3% |
| 7D | +17.0% | -2.6% | +19.6% | +25.2% |
| 30D | -16.5% | -0.9% | -15.6% | -13.9% |
| 3M | -23.7% | -3.0% | -20.7% | -16.4% |
| 6M | +18.4% | +2.2% | +16.2% | +18.4% |
| YTD | +60.8% | +10.6% | +50.2% | +37.3% |
| 1Y | +44.2% | +12.5% | +31.7% | +19.4% |
| 3Y | +668.1% | +61.4% | +606.7% | +227.9% |
| All | -51.3% | +32.6% | -83.9% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling