-68.5%
OUST vs VT
+103.7%
-172.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.1% | -4.9% | +1.5% |
| 7D | -5.0% | -4.2% | -0.9% | +6.9% |
| 30D | -32.0% | -5.8% | -26.2% | -19.3% |
| 3M | -32.4% | -5.2% | -27.1% | -20.2% |
| 6M | +6.7% | +0.1% | +6.6% | +16.7% |
| YTD | +41.0% | +8.2% | +32.8% | +31.0% |
| 1Y | +18.0% | +10.1% | +7.9% | +6.4% |
| 3Y | +560.6% | +69.7% | +490.9% | +155.1% |
| 5Y | -55.1% | +53.4% | -108.5% | -78.0% |
| All | -68.5% | +103.7% | -172.2% | -87.1% |
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