+680.6%
VST vs OUST
-64.1%
+744.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +14.0% | -3.5% | +9.3% |
| 7D | -9.8% | +17.0% | -26.8% | -11.3% |
| 30D | -25.1% | -16.5% | -8.6% | -24.2% |
| 3M | -11.6% | -23.7% | +12.1% | -10.0% |
| 6M | -20.9% | +18.4% | -39.3% | -24.3% |
| YTD | -22.3% | +60.8% | -83.1% | -28.1% |
| 1Y | -32.0% | +44.2% | -76.2% | -36.6% |
| 3Y | +262.4% | +668.1% | -405.7% | +194.6% |
| 5Y | +563.4% | -48.8% | +612.2% | +471.8% |
| All | +680.6% | -64.1% | +744.7% | +568.2% |
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