+249.3%
VST vs OUST
+600.2%
-350.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +15.7% | -29.6% | -15.9% |
| 7D | -15.7% | -0.2% | -15.5% | -16.0% |
| 30D | -17.0% | -24.0% | +7.0% | -14.4% |
| 3M | -15.9% | -29.9% | +14.0% | -12.8% |
| 6M | -25.0% | +19.1% | -44.1% | -30.2% |
| YTD | -25.1% | +55.0% | -80.1% | -33.7% |
| 1Y | -34.9% | +21.2% | -56.0% | -40.5% |
| All | +249.3% | +600.2% | -350.9% | +160.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling