+12.3%
VZ vs OUST
-60.6%
+72.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.5% |
| 7D | +2.4% | +31.9% | -29.5% | +2.8% |
| 30D | +11.2% | -4.2% | +15.4% | +11.2% |
| 3M | 0.0% | -9.3% | +9.3% | +0.1% |
| 6M | +1.3% | +51.7% | -50.4% | +1.8% |
| YTD | +21.3% | +76.6% | -55.4% | +21.9% |
| 1Y | +23.9% | +48.9% | -24.9% | +24.6% |
| 3Y | +57.7% | +675.3% | -617.6% | +56.5% |
| 5Y | +21.2% | -44.0% | +65.2% | +16.8% |
| All | +12.3% | -60.6% | +72.9% | +8.5% |
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