+98.9%
VSH vs OUST
+40.1%
+58.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.5% | +4.3% | -0.8% |
| 7D | +14.3% | -3.8% | +18.1% | +16.3% |
| 30D | -7.9% | +5.1% | -12.9% | -9.8% |
| 3M | -19.9% | -25.8% | +6.0% | -11.1% |
| 6M | -30.5% | -2.0% | -28.5% | -32.4% |
| YTD | +85.7% | +54.7% | +30.9% | +51.5% |
| 1Y | +98.9% | +48.8% | +50.1% | +62.8% |
| All | +98.9% | +40.1% | +58.8% | +62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling