+1.9%
VUG vs OUST
+32.6%
-30.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.0% | -13.1% | -0.6% |
| 7D | -3.4% | +17.0% | -20.4% | -5.2% |
| 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% | -9.0% |
| YTD | +1.4% | +60.8% | -59.4% | -9.5% |
| 1Y | +1.9% | +44.2% | -42.3% | -8.2% |
| All | +1.9% | +32.6% | -30.6% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling