+67.4%
VSH vs OUST
-60.2%
+127.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +10.8% | +2.6% | +11.5% |
| 7D | +3.5% | +36.7% | -33.2% | -2.0% |
| 30D | -22.4% | -3.3% | -19.1% | -22.0% |
| 3M | -25.2% | -11.1% | -14.1% | -23.8% |
| 6M | -22.5% | +53.1% | -75.6% | -27.8% |
| YTD | +84.2% | +78.2% | +6.0% | +66.6% |
| 1Y | +87.1% | +50.0% | +37.0% | +72.5% |
| 3Y | +31.7% | +836.2% | -804.5% | -9.0% |
| 5Y | +42.6% | -50.0% | +92.5% | +20.9% |
| All | +67.4% | -60.2% | +127.7% | +40.9% |
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