+66.9%
VTRS vs OUST
-60.6%
+127.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.8% |
| 7D | +10.2% | +31.9% | -21.7% | +8.5% |
| 30D | +18.2% | -4.2% | +22.4% | +18.1% |
| 3M | +29.0% | -9.3% | +38.3% | +29.0% |
| 6M | +23.2% | +51.7% | -28.4% | +17.6% |
| YTD | +71.4% | +76.6% | -5.2% | +60.5% |
| 1Y | +112.3% | +48.9% | +63.4% | +100.4% |
| 3Y | +157.1% | +675.3% | -518.2% | +102.7% |
| 5Y | +77.0% | -44.0% | +121.0% | +53.7% |
| All | +66.9% | -60.6% | +127.5% | +45.4% |
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