+95.3%
VXUS vs OUST
-62.4%
+157.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | +1.0% | +5.2% | -4.2% | +0.7% |
| 30D | +2.2% | -19.3% | +21.5% | +3.4% |
| 3M | +3.0% | -22.6% | +25.6% | +3.3% |
| 6M | +10.7% | +62.8% | -52.1% | +5.5% |
| YTD | +17.8% | +68.3% | -50.5% | +11.8% |
| 1Y | +27.6% | +28.5% | -1.0% | +21.9% |
| 3Y | +73.3% | +554.0% | -480.7% | +42.4% |
| 5Y | +54.3% | -56.2% | +110.5% | +40.9% |
| All | +95.3% | -62.4% | +157.8% | +79.7% |
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