+47.1%
VNQ vs OUST
-60.6%
+107.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +2.2% | +31.9% | -29.7% | +0.8% |
| 30D | +7.1% | -4.2% | +11.3% | +7.0% |
| 3M | +0.8% | -9.3% | +10.1% | +0.8% |
| 6M | +2.2% | +51.7% | -49.4% | -2.1% |
| YTD | +12.8% | +76.6% | -63.8% | +6.4% |
| 1Y | +11.7% | +48.9% | -37.2% | +6.2% |
| 3Y | +44.5% | +675.3% | -630.8% | +16.1% |
| 5Y | +7.6% | -44.0% | +51.7% | -6.0% |
| All | +47.1% | -60.6% | +107.7% | +27.9% |
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