+142.3%
VTR vs OUST
-64.1%
+206.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| YTD | +16.8% | +60.8% | -44.0% | +12.6% |
| 1Y | +21.3% | +44.2% | -22.9% | +17.3% |
| 3Y | +119.0% | +668.1% | -549.1% | +84.1% |
| 5Y | +94.0% | -48.8% | +142.8% | +74.9% |
| All | +142.3% | -64.1% | +206.5% | +117.0% |
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