+62.5%
VUG vs OUST
-50.0%
+112.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.8% | -8.1% | +1.7% |
| 7D | +0.5% | +36.7% | -36.2% | -2.8% |
| 30D | -8.2% | -3.3% | -4.8% | -8.3% |
| 3M | -5.4% | -11.1% | +5.7% | -5.2% |
| 6M | -2.5% | +53.1% | -55.6% | -9.6% |
| YTD | +4.2% | +78.2% | -74.0% | -5.9% |
| 1Y | +5.0% | +50.0% | -45.0% | -3.8% |
| 3Y | +81.7% | +836.2% | -754.4% | +22.9% |
| 5Y | +62.5% | -50.0% | +112.5% | +63.1% |
| All | +62.5% | -50.0% | +112.5% | +63.1% |
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