+39.6%
VSH vs OUST
-68.5%
+108.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -9.0% | -5.8% | -13.2% |
| 7D | -25.2% | -5.0% | -20.1% | -24.6% |
| 30D | -41.8% | -32.0% | -9.8% | -37.9% |
| 3M | -33.4% | -32.4% | -1.1% | -29.1% |
| 6M | -31.0% | +6.7% | -37.8% | -32.1% |
| YTD | +53.6% | +41.0% | +12.5% | +44.5% |
| 1Y | +46.3% | +18.0% | +28.3% | +40.5% |
| 3Y | -1.0% | +560.6% | -561.6% | -27.9% |
| 5Y | +18.6% | -55.1% | +73.8% | +3.6% |
| All | +39.6% | -68.5% | +108.2% | +22.3% |
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