+27.4%
VSH vs OUST
+554.0%
-526.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.8% | +4.1% |
| 7D | +4.1% | +5.2% | -1.2% | +2.9% |
| 30D | -4.2% | -19.3% | +15.1% | +0.2% |
| 3M | -50.0% | -22.6% | -27.3% | -48.0% |
| 6M | +80.2% | +62.8% | +17.4% | +61.6% |
| YTD | +121.1% | +68.3% | +52.7% | +95.6% |
| 1Y | +112.0% | +28.5% | +83.5% | +92.8% |
| All | +27.4% | +554.0% | -526.6% | -20.7% |
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