-77.9%
VFC vs OUST
-56.2%
-21.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.1% |
| 7D | -1.6% | +5.2% | -6.8% | -2.3% |
| 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% | -36.8% |
| YTD | -24.8% | +68.3% | -93.2% | -35.4% |
| 1Y | -8.2% | +28.5% | -36.8% | -18.9% |
| 3Y | -29.1% | +554.0% | -583.2% | -58.3% |
| All | -77.9% | -56.2% | -21.7% | -83.4% |
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