+832.3%
VST vs OUST
-62.4%
+894.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.4% |
| 7D | +8.9% | +5.2% | +3.7% | +8.4% |
| 30D | +6.2% | -19.3% | +25.5% | +8.1% |
| 3M | -2.7% | -22.6% | +19.9% | -2.2% |
| 6M | -8.4% | +62.8% | -71.1% | -14.5% |
| YTD | -7.2% | +68.3% | -75.5% | -14.0% |
| 1Y | -20.9% | +28.5% | -49.4% | -25.6% |
| 3Y | +384.0% | +554.0% | -170.0% | +296.2% |
| 5Y | +757.1% | -56.2% | +813.3% | +641.6% |
| All | +832.3% | -62.4% | +894.8% | +698.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling