+42.6%
VNQ vs OUST
-62.6%
+105.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.9% |
| 7D | -0.9% | +4.0% | -4.9% | -1.1% |
| 30D | -2.2% | -14.0% | +11.7% | -1.7% |
| 3M | -1.9% | -5.9% | +4.0% | -2.8% |
| 6M | +3.2% | +76.4% | -73.1% | -2.0% |
| YTD | +9.4% | +67.5% | -58.1% | +3.8% |
| 1Y | +7.5% | +27.1% | -19.6% | +2.8% |
| 3Y | +31.1% | +619.0% | -588.0% | +5.8% |
| 5Y | +6.6% | -54.9% | +61.5% | -6.0% |
| All | +42.6% | -62.6% | +105.3% | +24.7% |
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 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