+619.5%
VRT vs OUST
+554.0%
+65.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +4.0% |
| 7D | +9.1% | +5.2% | +3.9% | +8.1% |
| 30D | +0.9% | -19.3% | +20.2% | +4.9% |
| 3M | -13.4% | -22.6% | +9.3% | -10.9% |
| 6M | +11.7% | +62.8% | -51.1% | -0.3% |
| YTD | +73.2% | +68.3% | +4.9% | +52.2% |
| 1Y | +123.4% | +28.5% | +94.9% | +101.8% |
| All | +619.5% | +554.0% | +65.5% | +403.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling