+94.3%
VMC vs OUST
-65.5%
+159.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.5% | +8.0% | -0.1% |
| 7D | -1.3% | -3.8% | +2.5% | -1.1% |
| 30D | +15.5% | +5.1% | +10.4% | +14.8% |
| 3M | +0.6% | -25.8% | +26.4% | +1.7% |
| 6M | +2.1% | -2.0% | +4.1% | +0.1% |
| YTD | -1.6% | +54.7% | -56.3% | -6.9% |
| 1Y | -1.2% | +48.8% | -50.0% | -6.5% |
| 3Y | +35.3% | +607.8% | -572.5% | +10.1% |
| 5Y | +43.6% | -52.7% | +96.3% | +28.7% |
| All | +94.3% | -65.5% | +159.8% | +71.9% |
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