+5.1%
VTEB vs OUST
-62.6%
+67.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.5% |
| 7D | -0.7% | +4.0% | -4.7% | -0.7% |
| 30D | -2.1% | -14.0% | +11.9% | -2.0% |
| 3M | -2.7% | -5.9% | +3.3% | -2.7% |
| 6M | -2.1% | +76.4% | -78.5% | -2.5% |
| YTD | -1.1% | +67.5% | -68.6% | -1.5% |
| 1Y | +1.3% | +27.1% | -25.8% | +1.0% |
| 3Y | +9.0% | +619.0% | -610.0% | +7.1% |
| 5Y | +1.5% | -54.9% | +56.4% | +0.3% |
| All | +5.1% | -62.6% | +67.7% | +3.9% |
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