+32.1%
VTRS vs OUST
-62.6%
+94.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.5% |
| 7D | -3.5% | +4.0% | -7.5% | -3.7% |
| 30D | +2.1% | -14.0% | +16.1% | +2.8% |
| 3M | +2.6% | -5.9% | +8.5% | +1.6% |
| 6M | +17.8% | +76.4% | -58.6% | +11.0% |
| YTD | +35.7% | +67.5% | -31.8% | +27.9% |
| 1Y | +63.5% | +27.1% | +36.4% | +55.3% |
| 3Y | +85.1% | +619.0% | -533.9% | +46.7% |
| 5Y | +42.5% | -54.9% | +97.4% | +25.1% |
| All | +32.1% | -62.6% | +94.7% | +15.8% |
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