+53.4%
VT vs OUST
-56.4%
+109.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.0% | +4.9% | -3.4% |
| 7D | -4.2% | -5.0% | +0.9% | -3.9% |
| 30D | -5.8% | -32.0% | +26.2% | -3.4% |
| 3M | -5.2% | -32.4% | +27.1% | -3.1% |
| 6M | +0.1% | +6.7% | -6.6% | -2.7% |
| YTD | +8.2% | +41.0% | -32.8% | +2.3% |
| 1Y | +10.1% | +18.0% | -7.9% | +5.2% |
| 3Y | +69.7% | +560.6% | -490.9% | +32.5% |
| 5Y | +53.4% | -55.1% | +108.5% | +45.2% |
| All | +53.4% | -56.4% | +109.8% | +45.2% |
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 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