+82.8%
VMC vs OUST
-62.4%
+145.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.8% |
| 7D | -4.3% | +5.2% | -9.6% | -4.6% |
| 30D | -8.2% | -19.3% | +11.0% | -7.3% |
| 3M | -7.0% | -22.6% | +15.6% | -6.9% |
| 6M | -10.8% | +62.8% | -73.5% | -15.2% |
| YTD | -7.4% | +68.3% | -75.7% | -12.4% |
| 1Y | -9.5% | +28.5% | -38.0% | -13.7% |
| 3Y | +20.5% | +554.0% | -533.6% | -1.3% |
| 5Y | +51.6% | -56.2% | +107.8% | +36.1% |
| All | +82.8% | -62.4% | +145.3% | +61.7% |
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