+11.9%
VZ vs OUST
-68.5%
+80.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.0% | +8.9% | -0.2% |
| 7D | +5.6% | -5.0% | +10.7% | +5.6% |
| 30D | +1.9% | -32.0% | +33.9% | +1.4% |
| 3M | +0.8% | -32.4% | +33.1% | +0.4% |
| 6M | +0.6% | +6.7% | -6.1% | +0.7% |
| YTD | +20.8% | +41.0% | -20.3% | +21.0% |
| 1Y | +23.9% | +18.0% | +6.0% | +24.2% |
| 3Y | +55.7% | +560.6% | -504.9% | +53.9% |
| 5Y | +21.5% | -55.1% | +76.7% | +16.8% |
| All | +11.9% | -68.5% | +80.4% | +7.7% |
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 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