+40.9%
VTRS vs OUST
-52.5%
+93.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -1.8% |
| 7D | -0.1% | +12.7% | -12.8% | -0.8% |
| 30D | +1.9% | -13.6% | +15.5% | +2.5% |
| 3M | +5.1% | -8.3% | +13.3% | +4.1% |
| 6M | +20.1% | +85.0% | -64.9% | +12.4% |
| YTD | +36.6% | +73.2% | -36.7% | +27.9% |
| 1Y | +64.1% | +32.5% | +31.6% | +55.0% |
| 3Y | +86.4% | +643.8% | -557.5% | +43.6% |
| 5Y | +40.9% | -52.1% | +93.0% | +30.2% |
| All | +40.9% | -52.5% | +93.4% | +30.2% |
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