+108.4%
VEA vs OUST
-62.4%
+170.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.3% |
| 7D | +1.0% | +5.2% | -4.3% | +0.6% |
| 30D | +1.9% | -19.3% | +21.2% | +3.1% |
| 3M | +3.2% | -22.6% | +25.9% | +3.6% |
| 6M | +10.2% | +62.8% | -52.5% | +5.2% |
| YTD | +18.9% | +68.3% | -49.4% | +12.9% |
| 1Y | +29.3% | +28.5% | +0.8% | +23.7% |
| 3Y | +76.8% | +554.0% | -477.3% | +45.7% |
| 5Y | +61.2% | -56.2% | +117.4% | +46.0% |
| All | +108.4% | -62.4% | +170.8% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling