+66.5%
VSH vs OUST
-56.2%
+122.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.8% | +4.1% |
| 7D | +4.1% | +5.2% | -1.2% | +3.1% |
| 30D | -4.2% | -19.3% | +15.1% | -0.7% |
| 3M | -50.0% | -22.6% | -27.3% | -48.3% |
| 6M | +80.2% | +62.8% | +17.4% | +65.3% |
| YTD | +121.1% | +68.3% | +52.7% | +100.5% |
| 1Y | +112.0% | +28.5% | +83.5% | +96.9% |
| 3Y | +22.5% | +554.0% | -531.5% | -14.6% |
| All | +66.5% | -56.2% | +122.6% | +48.1% |
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