+1,068.6%
VRT vs OUST
-62.3%
+1,130.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.8% | +2.3% |
| 7D | +18.6% | +19.9% | -1.3% | +14.5% |
| 30D | -11.7% | +3.6% | -15.2% | -12.7% |
| 3M | -27.3% | -20.6% | -6.6% | -24.7% |
| 6M | -42.9% | +35.1% | -77.9% | -47.7% |
| YTD | +29.5% | +69.1% | -39.6% | +12.3% |
| 1Y | +21.0% | +49.9% | -28.9% | +7.0% |
| 3Y | +403.1% | +642.4% | -239.3% | +196.9% |
| 5Y | +688.8% | -48.3% | +737.1% | +512.9% |
| All | +1,068.6% | -62.3% | +1,130.8% | +821.6% |
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