+66.6%
VT vs OUST
-56.2%
+122.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +0.4% | +5.2% | -4.8% | +0.1% |
| 30D | +1.0% | -19.3% | +20.2% | +2.3% |
| 3M | +2.4% | -22.6% | +25.0% | +2.8% |
| 6M | +12.0% | +62.8% | -50.8% | +5.6% |
| YTD | +15.3% | +68.3% | -53.0% | +8.1% |
| 1Y | +22.6% | +28.5% | -6.0% | +15.9% |
| 3Y | +74.7% | +554.0% | -479.4% | +36.9% |
| All | +66.6% | -56.2% | +122.8% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling