+211.7%
VGT vs OUST
-62.4%
+274.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| 3M | -1.1% | -22.6% | +21.5% | -0.1% |
| 6M | +32.6% | +62.8% | -30.2% | +22.1% |
| YTD | +29.0% | +68.3% | -39.4% | +17.7% |
| 1Y | +39.7% | +28.5% | +11.1% | +29.3% |
| 3Y | +120.9% | +554.0% | -433.1% | +57.7% |
| 5Y | +133.6% | -56.2% | +189.8% | +103.3% |
| All | +211.7% | -62.4% | +274.2% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling