+647.0%
VRT vs OUST
-50.0%
+697.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +10.8% | -1.2% | +7.4% |
| 7D | -10.6% | +36.7% | -47.3% | -16.7% |
| 30D | -17.4% | -3.3% | -14.1% | -17.4% |
| 3M | -26.4% | -11.1% | -15.3% | -25.3% |
| 6M | -41.0% | +53.1% | -94.1% | -47.8% |
| YTD | +23.8% | +78.2% | -54.4% | +4.4% |
| 1Y | +11.6% | +50.0% | -38.4% | -3.0% |
| 3Y | +403.5% | +836.2% | -432.7% | +157.9% |
| 5Y | +647.0% | -50.0% | +697.0% | +601.6% |
| All | +647.0% | -50.0% | +697.0% | +601.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling