+53.7%
VEA vs OUST
-48.5%
+102.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.4% |
| 7D | +1.8% | +19.9% | -18.1% | +0.6% |
| 30D | -0.9% | +3.6% | -4.5% | -1.4% |
| 3M | -5.0% | -20.6% | +15.6% | -4.2% |
| 6M | 0.0% | +35.1% | -35.1% | -3.8% |
| YTD | +12.2% | +69.1% | -56.9% | +5.7% |
| 1Y | +14.7% | +49.9% | -35.2% | +8.6% |
| 3Y | +73.2% | +642.4% | -569.2% | +38.6% |
| 5Y | +53.7% | -48.3% | +102.0% | +42.5% |
| All | +53.7% | -48.5% | +102.1% | +42.5% |
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