+93.8%
VTR vs OUST
-48.5%
+142.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.4% | -0.7% |
| 7D | +0.7% | +19.9% | -19.2% | +0.2% |
| 30D | +6.9% | +3.6% | +3.3% | +6.7% |
| 3M | +1.3% | -20.6% | +22.0% | +1.7% |
| 6M | +2.5% | +35.1% | -32.6% | -0.2% |
| YTD | +18.0% | +69.1% | -51.1% | +13.2% |
| 1Y | +19.5% | +49.9% | -30.5% | +15.0% |
| 3Y | +130.2% | +642.4% | -512.2% | +89.1% |
| 5Y | +93.8% | -48.3% | +142.1% | +83.6% |
| All | +93.8% | -48.5% | +142.3% | +83.6% |
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 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