+1,045.8%
VRT vs OUST
-65.4%
+1,111.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +15.7% | -28.6% | -15.8% |
| 7D | -15.4% | -0.2% | -15.2% | -15.9% |
| 30D | -19.0% | -24.0% | +5.0% | -15.3% |
| 3M | -23.8% | -29.9% | +6.1% | -19.5% |
| 6M | -37.9% | +19.1% | -57.0% | -41.9% |
| YTD | +27.0% | +55.0% | -28.0% | +11.8% |
| 1Y | +13.8% | +21.2% | -7.4% | +4.1% |
| 3Y | +410.3% | +626.0% | -215.7% | +201.5% |
| 5Y | +666.5% | -51.6% | +718.1% | +503.9% |
| All | +1,045.8% | -65.4% | +1,111.2% | +817.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling