-68.3%
VFC vs OUST
-68.5%
+0.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.0% | +6.1% | -1.8% |
| 7D | +10.9% | -5.0% | +15.9% | +11.4% |
| 30D | +40.6% | -32.0% | +72.7% | +46.8% |
| 3M | +34.4% | -32.4% | +66.8% | +39.7% |
| 6M | +12.3% | +6.7% | +5.6% | +4.8% |
| YTD | +14.4% | +41.0% | -26.7% | +1.3% |
| 1Y | +40.6% | +18.0% | +22.6% | +27.2% |
| 3Y | +40.1% | +560.6% | -520.5% | -11.6% |
| 5Y | -67.6% | -55.1% | -12.5% | -76.3% |
| All | -68.3% | -68.5% | +0.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling