+45.0%
VFC vs OUST
+41.3%
+3.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +3.5% | +31.9% | -28.4% | +1.5% |
| 30D | +38.3% | -4.2% | +42.5% | +38.2% |
| 3M | +40.2% | -9.3% | +49.5% | +40.2% |
| 6M | +10.6% | +51.7% | -41.0% | -0.1% |
| YTD | +16.7% | +76.6% | -59.9% | +1.2% |
| 1Y | +45.0% | +48.9% | -3.9% | +29.2% |
| All | +45.0% | +41.3% | +3.7% | +29.2% |
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