-68.3%
VFC vs OUST
-64.1%
-4.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.0% | -13.9% | -1.7% |
| 7D | +11.2% | +17.0% | -5.8% | +8.7% |
| 30D | +41.5% | -16.5% | +58.0% | +43.7% |
| 3M | +38.9% | -23.7% | +62.6% | +42.0% |
| 6M | +6.1% | +18.4% | -12.2% | -2.3% |
| YTD | +14.5% | +60.8% | -46.2% | -0.4% |
| 1Y | +46.0% | +44.2% | +1.8% | +28.4% |
| 3Y | +36.4% | +668.1% | -631.7% | -15.7% |
| 5Y | -67.5% | -48.8% | -18.7% | -76.7% |
| All | -68.3% | -64.1% | -4.1% | -76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling