-39.3%
VG vs OUST
+229.1%
-268.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | +1.7% | +5.2% | -3.5% | +1.3% |
| 30D | +16.0% | -19.3% | +35.3% | +17.6% |
| 3M | +9.7% | -22.6% | +32.4% | +9.8% |
| 6M | +29.6% | +62.8% | -33.2% | +14.4% |
| YTD | +112.0% | +68.3% | +43.7% | +84.2% |
| 1Y | +12.8% | +28.5% | -15.7% | +0.6% |
| All | -39.3% | +229.1% | -268.4% | -62.7% |
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