+136.8%
VTV vs OUST
-64.1%
+201.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.4% | -0.9% |
| 7D | -2.2% | +17.0% | -19.2% | -2.9% |
| 30D | +2.2% | -16.5% | +18.7% | +2.7% |
| 3M | +0.3% | -23.7% | +24.0% | +1.0% |
| 6M | +8.3% | +18.4% | -10.1% | +5.8% |
| YTD | +18.5% | +60.8% | -42.3% | +13.8% |
| 1Y | +23.0% | +44.2% | -21.2% | +18.5% |
| 3Y | +72.6% | +668.1% | -595.5% | +48.8% |
| 5Y | +73.3% | -48.8% | +122.1% | +58.0% |
| All | +136.8% | -64.1% | +201.0% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling