-51.4%
VG vs OUST
+175.7%
-227.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.0% | +5.0% | -3.4% |
| 7D | -22.0% | -5.0% | -17.0% | -21.8% |
| 30D | -14.7% | -32.0% | +17.3% | -12.7% |
| 3M | -7.1% | -32.4% | +25.3% | -5.1% |
| 6M | -11.2% | +6.7% | -17.9% | -17.0% |
| YTD | +69.8% | +41.0% | +28.8% | +48.6% |
| 1Y | +49.9% | +18.0% | +31.9% | +34.7% |
| All | -51.4% | +175.7% | -227.1% | -69.9% |
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