-60.6%
OUST vs VYM
+130.2%
-190.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.8% |
| 7D | +31.9% | +0.1% | +31.8% | +32.6% |
| 30D | -4.2% | +3.0% | -7.2% | -9.1% |
| 3M | -9.3% | -1.0% | -8.3% | -6.8% |
| 6M | +51.7% | +6.4% | +45.3% | +36.1% |
| YTD | +76.6% | +15.9% | +60.7% | +36.6% |
| 1Y | +48.9% | +18.7% | +30.2% | +10.8% |
| 3Y | +675.3% | +72.8% | +602.5% | +233.6% |
| 5Y | -44.0% | +71.2% | -115.3% | -74.7% |
| All | -60.6% | +130.2% | -190.8% | -83.4% |
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