+133.8%
VGT vs OUST
-56.2%
+190.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +1.0% | +5.2% | -4.2% | +0.4% |
| 30D | +1.3% | -19.3% | +20.6% | +3.6% |
| 3M | -1.1% | -22.6% | +21.5% | -0.1% |
| 6M | +32.6% | +62.8% | -30.2% | +21.4% |
| YTD | +29.0% | +68.3% | -39.4% | +16.9% |
| 1Y | +39.7% | +28.5% | +11.1% | +28.6% |
| 3Y | +120.9% | +554.0% | -433.1% | +52.7% |
| All | +133.8% | -56.2% | +190.0% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling