+919.3%
VRT vs OUST
-64.1%
+983.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.0% | -10.5% | +0.8% |
| 7D | -21.4% | +17.0% | -38.3% | -24.1% |
| 30D | -25.8% | -16.5% | -9.3% | -23.8% |
| 3M | -33.5% | -23.7% | -9.9% | -30.7% |
| 6M | -49.0% | +18.4% | -67.4% | -52.3% |
| YTD | +12.9% | +60.8% | -47.8% | -1.1% |
| 1Y | 0.0% | +44.2% | -44.2% | -11.0% |
| 3Y | +361.8% | +668.1% | -306.3% | +170.2% |
| 5Y | +565.1% | -48.8% | +614.0% | +420.2% |
| All | +919.3% | -64.1% | +983.4% | +711.4% |
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