+111.8%
VT vs OUST
-65.4%
+177.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +15.7% | -14.0% | +0.6% |
| 7D | -0.3% | -0.2% | -0.1% | -0.4% |
| 30D | -1.4% | -24.0% | +22.5% | +0.1% |
| 3M | -1.4% | -29.9% | +28.5% | +0.4% |
| 6M | +5.5% | +19.1% | -13.7% | +1.9% |
| YTD | +12.8% | +55.0% | -42.2% | +6.4% |
| 1Y | +15.4% | +21.2% | -5.7% | +10.3% |
| 3Y | +76.9% | +626.0% | -549.1% | +40.4% |
| 5Y | +60.4% | -51.6% | +112.0% | +43.7% |
| All | +111.8% | -65.4% | +177.3% | +92.2% |
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