+146.9%
VTR vs OUST
-60.6%
+207.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.4% | +14.0% | -12.6% | +1.0% |
| 30D | +8.2% | +2.5% | +5.7% | +8.0% |
| 3M | +4.6% | -15.3% | +19.9% | +4.8% |
| 6M | +4.3% | +42.6% | -38.3% | +1.7% |
| YTD | +19.0% | +76.6% | -57.6% | +14.5% |
| 1Y | +21.6% | +54.1% | -32.4% | +17.4% |
| 3Y | +132.2% | +675.3% | -543.1% | +95.8% |
| 5Y | +94.4% | -45.1% | +139.5% | +75.2% |
| All | +146.9% | -60.6% | +207.5% | +120.6% |
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