+116.4%
VUG vs OUST
-64.1%
+180.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.0% | -13.1% | -0.4% |
| 7D | -3.4% | +17.0% | -20.4% | -5.0% |
| 30D | -11.1% | -16.5% | +5.4% | -9.9% |
| 3M | -7.2% | -23.7% | +16.4% | -5.6% |
| 6M | -4.1% | +18.4% | -22.5% | -8.5% |
| YTD | +1.4% | +60.8% | -59.4% | -6.8% |
| 1Y | +1.9% | +44.2% | -42.3% | -5.7% |
| 3Y | +77.7% | +668.1% | -590.4% | +28.0% |
| 5Y | +57.6% | -48.8% | +106.4% | +37.0% |
| All | +116.4% | -64.1% | +180.6% | +91.8% |
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