-62.7%
OUST vs VSXY
+99.7%
-162.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +14.0% | +0.8% | +13.1% | +13.9% |
| 30D | +2.5% | +24.0% | -21.5% | -2.2% |
| 3M | -15.3% | +16.7% | -32.0% | -18.8% |
| 6M | +42.6% | +138.6% | -96.0% | +9.4% |
| YTD | +76.6% | +102.8% | -26.2% | +40.7% |
| 1Y | +54.1% | +214.2% | -160.1% | +7.6% |
| 3Y | +675.3% | +461.4% | +213.9% | +311.5% |
| 5Y | -45.1% | +118.3% | -163.4% | -63.5% |
| All | -62.7% | +99.7% | -162.4% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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