-25.5%
VFC vs OUST
+554.0%
-579.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.1% |
| 7D | -1.6% | +5.2% | -6.8% | -2.4% |
| 30D | -11.6% | -19.3% | +7.6% | -9.2% |
| 3M | -18.1% | -22.6% | +4.5% | -17.8% |
| 6M | -27.4% | +62.8% | -90.1% | -37.5% |
| YTD | -24.8% | +68.3% | -93.2% | -36.2% |
| 1Y | -8.2% | +28.5% | -36.8% | -19.7% |
| All | -25.5% | +554.0% | -579.6% | -65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling