+126.5%
VTI vs OUST
-60.6%
+187.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -0.4% | +31.9% | -32.3% | -2.6% |
| 30D | -3.2% | -4.2% | +1.0% | -3.3% |
| 3M | -2.9% | -9.3% | +6.4% | -2.9% |
| 6M | +2.4% | +51.7% | -49.3% | -3.1% |
| YTD | +11.2% | +76.6% | -65.4% | +3.1% |
| 1Y | +11.6% | +48.9% | -37.3% | +4.6% |
| 3Y | +76.6% | +675.3% | -598.7% | +36.7% |
| 5Y | +65.3% | -44.0% | +109.3% | +45.3% |
| All | +126.5% | -60.6% | +187.1% | +102.0% |
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