+211.2%
VGT vs OUST
-61.4%
+272.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.5% |
| 7D | +1.8% | +12.7% | -10.9% | +0.5% |
| 30D | -0.3% | -13.6% | +13.3% | +1.1% |
| 3M | +3.4% | -8.3% | +11.7% | +2.6% |
| 6M | +35.0% | +85.0% | -50.0% | +22.6% |
| YTD | +28.8% | +73.2% | -44.5% | +17.1% |
| 1Y | +38.0% | +32.5% | +5.5% | +27.3% |
| 3Y | +125.8% | +643.8% | -518.1% | +58.8% |
| 5Y | +134.7% | -52.1% | +186.9% | +103.0% |
| All | +211.2% | -61.4% | +272.5% | +171.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling