+179.3%
VGT vs OUST
-64.1%
+243.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +14.0% | -12.7% | -0.2% |
| 7D | -7.2% | +17.0% | -24.2% | -9.1% |
| 30D | -16.1% | -16.5% | +0.4% | -14.8% |
| 3M | -9.2% | -23.7% | +14.5% | -7.2% |
| 6M | -0.7% | +18.4% | -19.1% | -5.5% |
| YTD | +15.6% | +60.8% | -45.2% | +5.4% |
| 1Y | +14.4% | +44.2% | -29.8% | +5.2% |
| 3Y | +105.2% | +668.1% | -562.9% | +43.5% |
| 5Y | +100.0% | -48.8% | +148.9% | +72.1% |
| All | +179.3% | -64.1% | +243.4% | +144.5% |
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