+60.5%
VWO vs OUST
-62.6%
+123.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.4% |
| 7D | +0.2% | +4.0% | -3.9% | -0.1% |
| 30D | +0.9% | -14.0% | +14.9% | +1.7% |
| 3M | +4.3% | -5.9% | +10.2% | +3.5% |
| 6M | +10.5% | +76.4% | -65.8% | +4.6% |
| YTD | +13.4% | +67.5% | -54.1% | +7.2% |
| 1Y | +18.6% | +27.1% | -8.5% | +13.1% |
| 3Y | +65.8% | +619.0% | -553.2% | +33.7% |
| 5Y | +35.2% | -54.9% | +90.1% | +25.1% |
| All | +60.5% | -62.6% | +123.1% | +52.0% |
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 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