+1,051.1%
VRT vs OUST
-60.6%
+1,111.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +0.5% | +14.0% | -13.5% | -1.9% |
| 30D | -13.7% | +2.5% | -16.3% | -14.6% |
| 3M | -26.7% | -15.3% | -11.4% | -25.0% |
| 6M | -43.8% | +42.6% | -86.5% | -49.1% |
| YTD | +27.6% | +76.6% | -49.1% | +9.8% |
| 1Y | +15.5% | +54.1% | -38.6% | +1.5% |
| 3Y | +395.6% | +675.3% | -279.7% | +190.2% |
| 5Y | +677.3% | -45.1% | +722.4% | +498.7% |
| All | +1,051.1% | -60.6% | +1,111.7% | +800.8% |
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