+11.7%
VGT vs OUST
+28.6%
-16.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +14.0% | -12.7% | -0.9% |
| 7D | -7.2% | +17.0% | -24.2% | -9.8% |
| 30D | -16.1% | -16.5% | +0.4% | -14.3% |
| 3M | -9.2% | -23.7% | +14.5% | -6.5% |
| 6M | -0.7% | +18.4% | -19.1% | -7.4% |
| YTD | +15.6% | +60.8% | -45.2% | -1.6% |
| All | +11.7% | +28.6% | -16.9% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling