+82.9%
VXUS vs OUST
-65.5%
+148.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.5% | +0.5% |
| 7D | +2.1% | -3.8% | +5.9% | +2.3% |
| 30D | -1.1% | +5.1% | -6.2% | -1.7% |
| 3M | -5.6% | -25.8% | +20.2% | -4.4% |
| 6M | -2.3% | -2.0% | -0.2% | -3.9% |
| YTD | +10.4% | +54.7% | -44.4% | +4.8% |
| 1Y | +13.1% | +48.8% | -35.7% | +7.4% |
| 3Y | +68.0% | +607.8% | -539.8% | +37.2% |
| 5Y | +45.8% | -52.7% | +98.5% | +32.6% |
| All | +82.9% | -65.5% | +148.4% | +68.4% |
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