+49.2%
VWO vs OUST
-60.6%
+109.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +2.1% | +31.9% | -29.8% | +0.1% |
| 30D | -5.5% | -4.2% | -1.3% | -5.5% |
| 3M | -6.2% | -9.3% | +3.1% | -6.2% |
| 6M | -6.4% | +51.7% | -58.1% | -10.7% |
| YTD | +5.4% | +76.6% | -71.2% | -1.1% |
| 1Y | +4.5% | +48.9% | -44.4% | -1.1% |
| 3Y | +56.1% | +675.3% | -619.2% | +25.1% |
| 5Y | +28.1% | -44.0% | +72.1% | +16.8% |
| All | +49.2% | -60.6% | +109.8% | +40.2% |
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 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