+39.9%
VSH vs OUST
-53.0%
+92.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.5% | +4.3% | -2.6% |
| 7D | +14.3% | -3.8% | +18.1% | +15.3% |
| 30D | -7.9% | +5.1% | -12.9% | -8.6% |
| 3M | -19.9% | -25.8% | +6.0% | -15.5% |
| 6M | -30.5% | -2.0% | -28.5% | -30.8% |
| YTD | +85.7% | +54.7% | +30.9% | +71.0% |
| 1Y | +98.9% | +48.8% | +50.1% | +83.9% |
| 3Y | +32.1% | +607.8% | -575.7% | -7.5% |
| All | +39.9% | -53.0% | +92.9% | +17.5% |
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