+98.8%
VMC vs OUST
-68.5%
+167.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.0% | +4.9% | -3.6% |
| 7D | +1.9% | -5.0% | +6.9% | +2.1% |
| 30D | +14.7% | -32.0% | +46.8% | +16.8% |
| 3M | -0.3% | -32.4% | +32.1% | +1.4% |
| 6M | -1.7% | +6.7% | -8.4% | -4.3% |
| YTD | +0.7% | +41.0% | -40.4% | -4.2% |
| 1Y | +0.9% | +18.0% | -17.1% | -3.2% |
| 3Y | +40.5% | +560.6% | -520.1% | +14.7% |
| 5Y | +51.5% | -55.1% | +106.7% | +36.5% |
| All | +98.8% | -68.5% | +167.3% | +76.9% |
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 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