+78.8%
VXUS vs OUST
-68.5%
+147.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.0% | +5.3% | -3.1% |
| 7D | -3.4% | -5.0% | +1.6% | -3.2% |
| 30D | -5.8% | -32.0% | +26.2% | -3.8% |
| 3M | -6.4% | -32.4% | +25.9% | -4.6% |
| 6M | -2.5% | +6.7% | -9.2% | -4.7% |
| YTD | +7.9% | +41.0% | -33.1% | +3.1% |
| 1Y | +11.5% | +18.0% | -6.5% | +7.4% |
| 3Y | +63.4% | +560.6% | -497.2% | +34.0% |
| 5Y | +42.9% | -55.1% | +98.0% | +30.6% |
| All | +78.8% | -68.5% | +147.4% | +65.7% |
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