+73.0%
VEA vs OUST
+659.3%
-586.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.5% |
| 7D | +1.8% | +19.9% | -18.1% | +0.7% |
| 30D | -0.9% | +3.6% | -4.5% | -1.4% |
| 3M | -5.0% | -20.6% | +15.6% | -4.3% |
| 6M | 0.0% | +35.1% | -35.1% | -3.3% |
| YTD | +12.2% | +69.1% | -56.9% | +6.7% |
| 1Y | +14.7% | +49.9% | -35.2% | +9.5% |
| All | +73.0% | +659.3% | -586.4% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling