+99.4%
VTR vs OUST
-49.1%
+148.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.0% | -14.3% | -0.7% |
| 7D | +4.7% | +17.0% | -12.3% | +4.2% |
| 30D | +10.9% | -16.5% | +27.4% | +11.2% |
| 3M | -3.2% | -23.7% | +20.4% | -2.8% |
| 6M | +3.7% | +18.4% | -14.7% | +1.4% |
| YTD | +16.8% | +60.8% | -44.0% | +12.4% |
| 1Y | +21.3% | +44.2% | -22.9% | +17.0% |
| 3Y | +119.0% | +668.1% | -549.1% | +80.0% |
| All | +99.4% | -49.1% | +148.5% | +78.3% |
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 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