+121.8%
VTI vs OUST
-64.1%
+185.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +14.0% | -13.6% | -0.6% |
| 7D | -2.6% | +17.0% | -19.6% | -3.8% |
| 30D | -5.0% | -16.5% | +11.5% | -4.1% |
| 3M | -4.3% | -23.7% | +19.4% | -3.0% |
| 6M | +0.6% | +18.4% | -17.8% | -3.2% |
| YTD | +8.9% | +60.8% | -51.9% | +1.7% |
| 1Y | +11.1% | +44.2% | -33.1% | +4.4% |
| 3Y | +74.5% | +668.1% | -593.6% | +35.0% |
| 5Y | +60.1% | -48.8% | +108.9% | +41.7% |
| All | +121.8% | -64.1% | +185.9% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling