+3.5%
VCIT vs OUST
-52.6%
+56.1%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +15.7% | -15.1% | +0.4% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +2.2% | -24.0% | +26.2% | +2.5% |
| 3M | -1.8% | -29.9% | +28.1% | -1.5% |
| 6M | -1.6% | +19.1% | -20.8% | -2.3% |
| YTD | -1.7% | +55.0% | -56.7% | -2.9% |
| 1Y | -0.8% | +21.2% | -22.0% | -1.7% |
| 3Y | +19.3% | +626.0% | -606.7% | +13.1% |
| 5Y | +3.5% | -51.6% | +55.1% | +1.5% |
| All | +3.5% | -52.6% | +56.1% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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