+77.7%
VTV vs OUST
-53.0%
+130.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.5% | +8.7% | +0.6% |
| 7D | +2.9% | -3.8% | +6.7% | +3.0% |
| 30D | +3.8% | +5.1% | -1.3% | +3.3% |
| 3M | +1.6% | -25.8% | +27.4% | +2.4% |
| 6M | +11.2% | -2.0% | +13.2% | +9.6% |
| YTD | +22.0% | +54.7% | -32.7% | +16.8% |
| 1Y | +24.9% | +48.8% | -23.9% | +19.6% |
| 3Y | +78.5% | +607.8% | -529.4% | +51.3% |
| All | +77.7% | -53.0% | +130.7% | +62.6% |
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