+982.6%
VRT vs OUST
-60.6%
+1,043.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.9% |
| 7D | -17.7% | +31.9% | -49.6% | -22.3% |
| 30D | -20.0% | -4.2% | -15.8% | -19.8% |
| 3M | -28.1% | -9.3% | -18.8% | -27.4% |
| 6M | -42.8% | +51.7% | -94.5% | -48.7% |
| YTD | +20.0% | +76.6% | -56.7% | +3.2% |
| 1Y | +3.5% | +48.9% | -45.4% | -8.5% |
| 3Y | +366.1% | +675.3% | -309.1% | +172.9% |
| 5Y | +632.2% | -44.0% | +676.2% | +463.4% |
| All | +982.6% | -60.6% | +1,043.2% | +747.2% |
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 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