+114.5%
VUG vs OUST
-68.5%
+183.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.0% | +3.5% | -4.6% |
| 7D | -7.1% | -5.0% | -2.1% | -6.8% |
| 30D | -12.1% | -32.0% | +19.9% | -9.2% |
| 3M | -8.1% | -32.4% | +24.2% | -5.4% |
| 6M | -3.2% | +6.7% | -9.9% | -6.6% |
| YTD | +0.5% | +41.0% | -40.6% | -6.4% |
| 1Y | -0.7% | +18.0% | -18.7% | -6.3% |
| 3Y | +77.1% | +560.6% | -483.5% | +29.5% |
| 5Y | +56.2% | -55.1% | +111.3% | +37.5% |
| All | +114.5% | -68.5% | +183.0% | +92.6% |
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 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