+19.0%
VTI vs OUST
+33.8%
-14.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.8% |
| 7D | +0.6% | +12.7% | -12.1% | -0.2% |
| 30D | -1.1% | -13.6% | +12.5% | -0.3% |
| 3M | +3.9% | -8.3% | +12.2% | +3.0% |
| 6M | +14.6% | +85.0% | -70.3% | +6.1% |
| YTD | +13.3% | +73.2% | -59.9% | +4.9% |
| All | +19.0% | +33.8% | -14.8% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling