+57.3%
VZ vs OUST
+537.2%
-479.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.0% | +8.9% | -0.4% |
| 7D | +5.6% | -5.0% | +10.7% | +5.5% |
| 30D | +1.9% | -32.0% | +33.9% | +0.9% |
| 3M | +0.8% | -32.4% | +33.1% | -0.1% |
| 6M | +0.6% | +6.7% | -6.1% | +1.2% |
| YTD | +20.8% | +41.0% | -20.3% | +22.2% |
| 1Y | +23.9% | +18.0% | +6.0% | +25.3% |
| All | +57.3% | +537.2% | -479.8% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling