-67.7%
VFC vs OUST
-60.6%
-7.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +3.5% | +31.9% | -28.4% | -0.4% |
| 30D | +38.3% | -4.2% | +42.5% | +37.9% |
| 3M | +40.2% | -9.3% | +49.5% | +40.0% |
| 6M | +10.6% | +51.7% | -41.0% | -1.5% |
| YTD | +16.7% | +76.6% | -59.9% | +0.3% |
| 1Y | +45.0% | +48.9% | -3.9% | +27.1% |
| 3Y | +48.8% | +675.3% | -626.5% | -8.0% |
| 5Y | -67.6% | -44.0% | -23.5% | -77.0% |
| All | -67.7% | -60.6% | -7.1% | -76.6% |
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