+128.3%
VTI vs OUST
-62.3%
+190.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | -0.1% |
| 7D | +3.4% | +19.9% | -16.6% | +1.9% |
| 30D | -2.3% | +3.6% | -5.9% | -2.9% |
| 3M | -2.2% | -20.6% | +18.5% | -1.2% |
| 6M | +3.3% | +35.1% | -31.8% | -1.4% |
| YTD | +12.1% | +69.1% | -57.0% | +4.3% |
| 1Y | +12.2% | +49.9% | -37.7% | +5.1% |
| 3Y | +78.0% | +642.4% | -564.4% | +38.3% |
| 5Y | +65.2% | -48.3% | +113.5% | +46.0% |
| All | +128.3% | -62.3% | +190.6% | +104.3% |
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