-53.8%
OUST vs VT
+66.2%
-120.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.2% | +0.4% | +4.8% | +4.1% |
| 30D | -19.3% | +1.0% | -20.2% | -21.1% |
| 3M | -22.6% | +2.4% | -25.0% | -23.6% |
| 6M | +62.8% | +12.0% | +50.8% | +31.4% |
| YTD | +68.3% | +15.3% | +53.0% | +27.6% |
| 1Y | +28.5% | +22.6% | +6.0% | -13.5% |
| 3Y | +554.0% | +74.7% | +479.4% | +110.3% |
| All | -53.8% | +66.2% | -120.0% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling