+55.6%
VFC vs OUST
+11.1%
+44.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +15.7% | -11.3% | +3.5% |
| 7D | +21.5% | -0.2% | +21.7% | +21.3% |
| 30D | +46.7% | -24.0% | +70.7% | +49.0% |
| 3M | +38.4% | -29.9% | +68.3% | +40.9% |
| 6M | +15.2% | +19.1% | -3.9% | +7.5% |
| YTD | +17.8% | +55.0% | -37.2% | +3.9% |
| 1Y | +55.6% | +21.2% | +34.4% | +43.3% |
| All | +55.6% | +11.1% | +44.5% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling