-58.2%
OUST vs VT
+57.9%
-116.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.6% |
| 7D | -11.6% | -1.6% | -10.0% | -7.4% |
| 30D | -34.7% | -2.5% | -32.2% | -29.2% |
| 3M | -31.8% | -1.3% | -30.5% | -27.4% |
| 6M | +9.6% | +3.1% | +6.5% | +10.3% |
| YTD | +33.9% | +10.9% | +23.0% | +14.6% |
| 1Y | -8.6% | +12.1% | -20.7% | -22.8% |
| 3Y | +527.3% | +73.9% | +453.4% | +107.0% |
| All | -58.2% | +57.9% | -116.1% | -82.2% |
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 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