+134.6%
VTR vs OUST
+554.0%
-419.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.0% |
| 7D | -1.7% | +5.2% | -6.9% | -1.7% |
| 30D | -2.4% | -19.3% | +16.8% | -2.3% |
| 3M | +14.8% | -22.6% | +37.4% | +14.8% |
| 6M | +5.3% | +62.8% | -57.4% | +3.2% |
| YTD | +18.1% | +68.3% | -50.3% | +15.4% |
| 1Y | +36.7% | +28.5% | +8.2% | +33.9% |
| All | +134.6% | +554.0% | -419.4% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling