-62.6%
OUST vs VYM
+127.9%
-190.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.3% |
| 7D | +4.0% | -1.0% | +5.0% | +6.1% |
| 30D | -14.0% | -2.0% | -12.0% | -10.4% |
| 3M | -5.9% | +3.1% | -9.0% | -11.1% |
| 6M | +76.4% | +8.9% | +67.5% | +51.7% |
| YTD | +67.5% | +14.7% | +52.7% | +31.4% |
| 1Y | +27.1% | +19.4% | +7.7% | -5.5% |
| 3Y | +619.0% | +65.4% | +553.6% | +231.3% |
| 5Y | -54.9% | +77.6% | -132.5% | -79.8% |
| All | -62.6% | +127.9% | -190.5% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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