-20.9%
VST vs OUST
+33.5%
-54.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.3% |
| 7D | +8.9% | +5.2% | +3.7% | +8.1% |
| 30D | +6.2% | -19.3% | +25.5% | +9.1% |
| 3M | -2.7% | -22.6% | +19.9% | -2.4% |
| 6M | -8.4% | +62.8% | -71.1% | -20.8% |
| YTD | -7.2% | +68.3% | -75.5% | -21.2% |
| 1Y | -20.9% | +28.5% | -49.4% | -29.8% |
| All | -20.9% | +33.5% | -54.4% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling