+39.6%
VMC vs OUST
+626.4%
-586.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.0% | -15.0% | -1.6% |
| 7D | +0.5% | +17.0% | -16.5% | -0.2% |
| 30D | +15.8% | -16.5% | +32.3% | +16.4% |
| 3M | +0.6% | -23.7% | +24.2% | +1.3% |
| 6M | -4.0% | +18.4% | -22.4% | -6.8% |
| YTD | -0.3% | +60.8% | -61.1% | -5.3% |
| 1Y | -0.5% | +44.2% | -44.7% | -5.1% |
| 3Y | +39.6% | +668.1% | -628.5% | +17.2% |
| All | +39.6% | +626.4% | -586.8% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling