+91.5%
VTRS vs OUST
+611.5%
-520.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.4% |
| 7D | +3.3% | +5.2% | -1.9% | +3.1% |
| 30D | -3.6% | -19.3% | +15.6% | -3.0% |
| 3M | +7.0% | -22.6% | +29.6% | +6.9% |
| 6M | +17.5% | +62.8% | -45.3% | +12.0% |
| YTD | +38.8% | +68.3% | -29.6% | +31.7% |
| 1Y | +69.2% | +28.5% | +40.7% | +61.5% |
| All | +91.5% | +611.5% | -520.1% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling