+184.4%
VGT vs OUST
-60.6%
+245.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -4.1% | +31.9% | -36.0% | -7.3% |
| 30D | -13.6% | -4.2% | -9.4% | -13.6% |
| 3M | -8.0% | -9.3% | +1.3% | -7.8% |
| 6M | -1.5% | +51.7% | -53.1% | -8.6% |
| YTD | +17.7% | +76.6% | -58.9% | +6.1% |
| 1Y | +13.8% | +48.9% | -35.1% | +4.2% |
| 3Y | +101.6% | +675.3% | -573.7% | +41.0% |
| 5Y | +106.7% | -44.0% | +150.7% | +76.0% |
| All | +184.4% | -60.6% | +245.0% | +146.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling