+47.3%
VFC vs OUST
+794.9%
-747.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.2% | +1.2% |
| 7D | +7.7% | +36.7% | -29.0% | +3.2% |
| 30D | +39.2% | -3.3% | +42.5% | +38.7% |
| 3M | +40.3% | -11.1% | +51.4% | +40.6% |
| 6M | +11.4% | +53.1% | -41.7% | -2.0% |
| YTD | +17.5% | +78.2% | -60.7% | -0.7% |
| 1Y | +45.9% | +50.0% | -4.2% | +26.1% |
| 3Y | +47.3% | +836.2% | -788.8% | -27.6% |
| All | +47.3% | +794.9% | -747.6% | -27.6% |
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 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