+59.8%
VTI vs OUST
-49.1%
+108.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +14.0% | -13.6% | -0.7% |
| 7D | -2.6% | +17.0% | -19.6% | -3.9% |
| 30D | -5.0% | -16.5% | +11.5% | -4.0% |
| 3M | -4.3% | -23.7% | +19.4% | -3.0% |
| 6M | +0.6% | +18.4% | -17.8% | -3.5% |
| YTD | +8.9% | +60.8% | -51.9% | +1.2% |
| 1Y | +11.1% | +44.2% | -33.1% | +3.9% |
| 3Y | +74.5% | +668.1% | -593.6% | +31.4% |
| All | +59.8% | -49.1% | +108.9% | +51.3% |
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 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