+64.6%
VTI vs OUST
-53.0%
+117.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.5% | +8.1% | +0.3% |
| 7D | +2.5% | -3.8% | +6.3% | +2.8% |
| 30D | -1.5% | +5.1% | -6.6% | -2.2% |
| 3M | -3.2% | -25.8% | +22.6% | -1.7% |
| 6M | +2.3% | -2.0% | +4.3% | 0.0% |
| YTD | +11.6% | +54.7% | -43.1% | +4.0% |
| 1Y | +13.8% | +48.8% | -35.0% | +6.1% |
| 3Y | +77.4% | +607.8% | -530.4% | +34.5% |
| All | +64.6% | -53.0% | +117.6% | +59.9% |
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 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