-52.1%
OUST vs VYM
+77.8%
-129.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.9% |
| 7D | +12.7% | +0.1% | +12.6% | +12.4% |
| 30D | -13.6% | -1.3% | -12.3% | -11.0% |
| 3M | -8.3% | +4.1% | -12.3% | -16.1% |
| 6M | +85.0% | +9.8% | +75.2% | +52.5% |
| YTD | +73.2% | +15.3% | +57.9% | +29.3% |
| 1Y | +32.5% | +20.0% | +12.5% | -7.1% |
| 3Y | +643.8% | +66.2% | +577.6% | +191.2% |
| 5Y | -52.1% | +77.5% | -129.6% | -81.8% |
| All | -52.1% | +77.8% | -129.9% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling