+82.9%
VXUS vs OUST
-60.6%
+143.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +0.5% | +31.9% | -31.4% | -1.3% |
| 30D | -2.5% | -4.2% | +1.7% | -2.6% |
| 3M | -4.6% | -9.3% | +4.7% | -4.6% |
| 6M | -2.6% | +51.7% | -54.3% | -6.8% |
| YTD | +10.4% | +76.6% | -66.2% | +4.0% |
| 1Y | +12.9% | +48.9% | -36.0% | +7.2% |
| 3Y | +68.4% | +675.3% | -606.9% | +36.7% |
| 5Y | +47.7% | -44.0% | +91.7% | +33.0% |
| All | +82.9% | -60.6% | +143.5% | +67.1% |
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 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