-62.4%
OUST vs VT
+117.0%
-179.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.2% | +0.4% | +4.8% | +4.2% |
| 30D | -19.3% | +1.0% | -20.2% | -21.0% |
| 3M | -22.6% | +2.4% | -25.0% | -23.4% |
| 6M | +62.8% | +12.0% | +50.8% | +33.2% |
| YTD | +68.3% | +15.3% | +53.0% | +29.8% |
| 1Y | +28.5% | +22.6% | +6.0% | -11.4% |
| 3Y | +554.0% | +74.7% | +479.4% | +127.0% |
| 5Y | -56.2% | +66.1% | -122.4% | -82.5% |
| All | -62.4% | +117.0% | -179.5% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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