-49.4%
VG vs OUST
+203.0%
-252.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +15.7% | -23.4% | -8.7% |
| 7D | -16.4% | -0.2% | -16.2% | -16.4% |
| 30D | -10.8% | -24.0% | +13.2% | -9.4% |
| 3M | -6.3% | -29.9% | +23.6% | -4.5% |
| 6M | -12.5% | +19.1% | -31.7% | -18.9% |
| YTD | +76.9% | +55.0% | +21.9% | +53.8% |
| 1Y | +51.8% | +21.2% | +30.6% | +37.2% |
| All | -49.4% | +203.0% | -252.4% | -68.8% |
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