-67.2%
VFC vs OUST
-50.0%
-17.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.2% | +1.1% |
| 7D | +7.7% | +36.7% | -29.0% | +2.7% |
| 30D | +39.2% | -3.3% | +42.5% | +38.6% |
| 3M | +40.3% | -11.1% | +51.4% | +40.5% |
| 6M | +11.4% | +53.1% | -41.7% | -2.4% |
| YTD | +17.5% | +78.2% | -60.7% | -1.1% |
| 1Y | +45.9% | +50.0% | -4.2% | +25.6% |
| 3Y | +47.3% | +836.2% | -788.8% | -19.1% |
| 5Y | -67.2% | -50.0% | -17.2% | -76.4% |
| All | -67.2% | -50.0% | -17.2% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling