+101.0%
VSH vs OUST
-62.4%
+163.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.8% | +4.2% |
| 7D | +4.1% | +5.2% | -1.2% | +3.2% |
| 30D | -4.2% | -19.3% | +15.1% | -0.9% |
| 3M | -50.0% | -22.6% | -27.3% | -48.4% |
| 6M | +80.2% | +62.8% | +17.4% | +66.3% |
| YTD | +121.1% | +68.3% | +52.7% | +102.0% |
| 1Y | +112.0% | +28.5% | +83.5% | +98.0% |
| 3Y | +22.5% | +554.0% | -531.5% | -12.2% |
| 5Y | +64.0% | -56.2% | +120.3% | +40.8% |
| All | +101.0% | -62.4% | +163.4% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling